08.07.2026 18:59
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from July, 10-th 2026 :
| № | Ticker | Description | Current market risk rates, % | New market risk rates, % | ||||
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
| 1 | RU000A108WY1 | METALLOINVEST 001P-08 | 11% | 14% | 17% | 11% | 14% | 30% |
| 2 | RU000A1079S6 | METALLOINVEST 001P-06 | 11% | 14% | 17% | 11% | 14% | 30% |
| 3 | RU000A1057D4 | METALLOINVEST 001P-02 | 8% | 11% | 14% | 8% | 11% | 30% |
| 4 | RU000A105W08 | METALLOINVEST 001P-04 | 11% | 14% | 17% | 11% | 14% | 30% |
| 5 | RU000A105A04 | METALLOINVEST 028 | 15% | 20% | 25% | 15% | 20% | 30% |
| 6 | RU000A10FJC4 | Metalloinvest 002P-06 | 14% | 17% | 20% | 14% | 17% | 30% |
| 7 | RU000A10E7W8 | Metalloinvest 002P-04 | 13% | 16% | 19% | 13% | 16% | 30% |
| 8 | RU000A10ENS5 | Metalloinvest 002P-05 | 13% | 16% | 19% | 13% | 16% | 30% |
| 9 | RU000A10DQL5 | Metalloinvest 002P-03 | 11% | 14% | 17% | 11% | 14% | 30% |
| 10 | RU000A10C725 | Metalloinvest 002P-01 | 11% | 14% | 17% | 11% | 14% | 30% |
| 11 | RU000A10CSG3 | Metalloinvest 002P-02 | 18% | 24% | 29% | 18% | 24% | 30% |
| 12 | RU000A10B4D8 | Metalloinvest 001P-13 | 11% | 14% | 17% | 11% | 14% | 30% |
| 13 | RU000A10B0C8 | Metalloinvest 001P-12 | 8% | 11% | 14% | 8% | 11% | 30% |
| 14 | RU000A10BQD6 | Metalloinvest 001P-14 | 11% | 14% | 17% | 11% | 14% | 30% |
| № | Ticker | Description | Current collateral | New collateral |
| 1 | RU000A10E7W8 | Metalloinvest 002P-04 | No | Yes |