13.07.2026 13:16
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from July, 14-th 2027 :
| № | 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 | RU000A109NH3 | DOM.RF Mortgage agent BO 1P47 | 12% | 15% | 26% | 14% | 17% | 26% |
| 2 | RU000A109NG5 | DOM.RF Mortgage agent BO 1P49 | 25% | 28% | 44% | 21% | 24% | 35% |
| 3 | RU000A109MG7 | DOM.RF Mortgage agent BO 1P50 | 25% | 28% | 45% | 27% | 30% | 41% |
| 4 | RU000A109L98 | DOM.RF Mortgage agent BO 1P45 | 14% | 17% | 27% | 12% | 15% | 24% |
| 5 | RU000A107GM1 | DOM.RF Mortgage agent BO 1P41 | 26% | 29% | 39% | 21% | 24% | 35% |
| 6 | RU000A1065R7 | DOM.RF Mortgage agent BO 1P33 | 25% | 28% | 38% | 20% | 23% | 34% |
| 7 | RU000A106YR5 | DOM.RF Mortgage agent BO 1P37 | 29% | 32% | 49% | 22% | 25% | 36% |
| 8 | RU000A105898 | DOM.RF Mortgage agent BO 1P21 | 24% | 27% | 37% | 21% | 24% | 35% |
| 9 | RU000A105344 | DOM.RF Mortgage agent BO 1P20 | 24% | 27% | 37% | 21% | 24% | 35% |
| 10 | RU000A105P72 | DOM.RF Mortgage agent BO 1P28 | 24% | 27% | 37% | 19% | 22% | 32% |
| 11 | RU000A105NY6 | DOM.RF Mortgage agent BO 1P31 | 28% | 31% | 41% | 22% | 25% | 35% |
| 12 | RU000A105LN3 | DOM.RF Mortgage agent BO 1P27 | 23% | 26% | 37% | 19% | 22% | 33% |
| 13 | RU000A105H23 | DOM.RF Mortgage agent BO 1P25 | 26% | 29% | 39% | 21% | 24% | 35% |
| 14 | RU000A105CB7 | DOM.RF Mortgage agent BO 1P24 | 25% | 28% | 38% | 21% | 24% | 34% |
| 15 | RU000A104511 | DOM.RF Mortgage agent BO 1P14 | 24% | 27% | 37% | 20% | 23% | 34% |
| 16 | RU000A104C45 | DOM.RF Mortgage agent BO 1P15 | 23% | 26% | 36% | 20% | 23% | 33% |
| 17 | RU000A104B79 | DOM.RF Mortgage agent BO 1P16 | 21% | 24% | 35% | 18% | 21% | 32% |
| 18 | RU000A104AM1 | DOM.RF Mortgage agent BO 1P17 | 23% | 26% | 36% | 18% | 21% | 32% |
| 19 | RU000A103125 | DOM.RF Mortgage agent BO 1P7 | 21% | 24% | 34% | 18% | 21% | 31% |
| 20 | RU000A103YK7 | DOM.RF Mortgage agent BO 1P12 | 26% | 29% | 39% | 19% | 22% | 33% |
| 21 | RU000A103YG5 | DOM.RF Mortgage agent BO 1P11 | 23% | 26% | 36% | 18% | 21% | 31% |
| 22 | RU000A103W42 | DOM.RF Mortgage agent BO 1P10 | 23% | 26% | 37% | 19% | 22% | 32% |
| 23 | RU000A103N43 | DOM.RF Mortgage agent BO 1P9 | 22% | 25% | 36% | 18% | 21% | 31% |
| 24 | RU000A102L87 | DOM.RF Mortgage agent BO 1P5 | 25% | 28% | 38% | 20% | 23% | 33% |
| 25 | RU000A102L53 | DOM.RF Mortgage agent BO 1P6 | 26% | 29% | 41% | 22% | 25% | 35% |
| 26 | RU000A102K13 | DOM.RF Mortgage agent BO 1P4 | 24% | 27% | 39% | 19% | 22% | 33% |
| 27 | RU000A102JB9 | DOM.RF Mortgage agent BO 1P2 | 27% | 30% | 41% | 21% | 24% | 35% |
| 28 | RU000A102GV3 | DOM.RF Mortgage agent BO 1P1 | 28% | 31% | 42% | 23% | 26% | 36% |
| 29 | RU000A102GD1 | DOM.RF Mortgage agent BO 1P3 | 24% | 27% | 37% | 19% | 22% | 32% |
| 30 | RU000A102D46 | DOM.RF Mortgage agent 18-002P | 27% | 30% | 40% | 21% | 24% | 34% |
| 31 | RU000A101U95 | DOM.RF Mortgage agent 14-002P | 20% | 23% | 33% | 17% | 20% | 30% |
| 32 | RU000A101TD6 | DOM.RF Mortgage agent 15-002P | 23% | 26% | 36% | 18% | 21% | 31% |
| 33 | RU000A101JD7 | DOM.RF Mortgage agent 05-001P | 24% | 27% | 37% | 21% | 24% | 35% |
| 34 | RU000A10EQG3 | DOM.RF Mortgage agent BO 1P62 | 17% | 20% | 29% | 18% | 21% | 33% |
| 35 | RU000A10DYJ3 | DOM.RF Mortgage agent BO 1P35 | 21% | 24% | 34% | 18% | 21% | 33% |
| 36 | RU000A10DX10 | DOM.RF Mortgage agent BO 1P59 | 27% | 30% | 41% | 24% | 27% | 38% |
| 37 | RU000A10DEA4 | DOM.RF Mortgage agent BO 1P58 | 15% | 18% | 27% | 15% | 18% | 30% |
| 38 | RU000A10C1P7 | DOM.RF Mortgage agent BO 1P57 | 25% | 28% | 42% | 30% | 33% | 45% |
| 39 | RU000A10BVS4 | DOM.RF Mortgage agent BO 1P54 | 11% | 14% | 24% | 11% | 14% | 23% |
| 40 | RU000A10BP53 | DOM.RF Mortgage agent BO 1P53 | 11% | 14% | 23% | 15% | 18% | 27% |
| 41 | RU000A10AQE6 | DOM.RF Mortgage agent BO 1P52 | 27% | 30% | 45% | 28% | 31% | 42% |
| 42 | RU000A10AQC0 | DOM.RF Mortgage agent BO 1P51 | 28% | 31% | 45% | 22% | 25% | 36% |
| 43 | RU000A0ZZZ58 | DOM.RF Mortgage agent 07-002P | 24% | 27% | 37% | 18% | 21% | 32% |
| 44 | RU000A0ZZNW5 | DOM.RF Mortgage agent 04-002P | 18% | 21% | 31% | 15% | 18% | 28% |
| № | Ticker | Description | Extended Collateral |
| 1 | RU000A100DQ4 | ИА ДОМ 9P2 | Yes |
| № | Ticker | Description | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % |
| 1 | RU000A102JB9 | ИА ДОМ БО-001P-02 | 4 | 4 | 11 | 11 |
| 2 | RU000A102D46 | ИА ДОМ 018Р | 3 | 3 | 10 | 10 |
| 3 | RU000A101TD6 | ИА ДОМ 015P | 2 | 2 | 8 | 8 |
| 4 | RU000A107GM1 | ИА ДОМ БО-001P-41 | 3 | 3 | 8 | 8 |
| 5 | RU000A102K13 | ИА ДОМ БО-001P-04 | 3 | 3 | 8 | 8 |
| 6 | RU000A101U95 | ИА ДОМ 014P | 2 | 2 | 7 | 7 |
| 7 | RU000A102GD1 | ИА ДОМ БО-001P-03 | 3 | 3 | 8 | 8 |
| 8 | RU000A102L87 | ИА ДОМ БО-001P-05 | 2 | 2 | 7 | 7 |
| 9 | RU000A105LN3 | ИА ДОМ БО-001P-27 | 4 | 4 | 8 | 8 |
| 10 | RU000A104AM1 | ИА ДОМ БО-001P-17 | 3 | 3 | 7 | 7 |
| 11 | RU000A102GV3 | ИА ДОМ БО-001P-01 | 7 | 7 | 11 | 11 |
| 12 | RU000A105P72 | ИА ДОМ БО-001P-28 | 3 | 3 | 7 | 7 |
| 13 | RU000A109L98 | ИА ДОМ БО-001P-45 | 2 | 2 | 5 | 5 |
| 14 | RU000A104B79 | ИА ДОМ БО-001P-16 | 4 | 4 | 7 | 7 |
| 15 | RU000A1065R7 | ИА ДОМ БО-001P-33 | 4 | 4 | 7 | 7 |
| 16 | RU000A104C45 | ИА ДОМ БО-001P-15 | 4 | 4 | 7 | 7 |
| 17 | RU000A105CB7 | ИА ДОМ БО-001P-24 | 5 | 5 | 8 | 8 |
| 18 | RU000A103YG5 | ИА ДОМ БО-001P-11 | 3 | 3 | 6 | 6 |
| 19 | RU000A103YK7 | ИА ДОМ БО-001P-12 | 3 | 3 | 6 | 6 |
| 20 | RU000A109NH3 | ИА ДОМ БО-001P-47 | 1 | 1 | 3 | 3 |
| 21 | RU000A109NJ9 | ИА ДОМ БО-001P-48 | 8 | 8 | 10 | 10 |
| 22 | RU000A105H23 | ИА ДОМ БО-001P-25 | 3 | 3 | 5 | 5 |
| 23 | RU000A103125 | ИА ДОМ БО-001P-07 | 5 | 5 | 7 | 7 |
| 24 | RU000A103N43 | ИА ДОМ БО-001P-09 | 3 | 3 | 5 | 5 |
| 25 | RU000A101JD7 | ИА ДОМ 05 | 8 | 8 | 9 | 9 |
| 26 | RU000A103W42 | ИА ДОМ БО-001P-10 | 5 | 5 | 6 | 6 |
| 27 | RU000A0JX3M0 | ИА ДОМ 01 | 0 | 0 | 1 | 1 |
| 28 | RU000A0ZZV86 | ИА ДОМ 006P | 4 | 4 | 5 | 5 |
| 29 | RU000A102L53 | ИА ДОМ БО-001Р-06 | 3 | 3 | 2 | 2 |
| 30 | RU000A105NP4 | ИА ДОМ БО-001P-30 | 7 | 7 | 6 | 6 |
| 31 | RU000A102JB9 | ИА ДОМ БО-001P-02 | 4 | 4 | 11 | 11 |
| 32 | RU000A102D46 | ИА ДОМ 018Р | 3 | 3 | 10 | 10 |
| 33 | RU000A106FM5 | ИА ДОМ БО-001P-34 | 2 | 2 | 1 | 1 |
| 34 | RU000A10DYJ3 | ИА ДОМ БО-001P-35 | 5 | 5 | 4 | 4 |
| 35 | RU000A100YY4 | ИА ДОМ 011P | 9 | 9 | 8 | 8 |
| 36 | RU000A0ZZCH9 | ИА ДОМ 005P | 9 | 9 | 8 | 8 |
| 37 | RU000A0JXRM6 | ИА ДОМ 001P | 3 | 3 | 2 | 2 |
| 38 | RU000A106HE8 | ИА ДОМ БО-001P-36 | 3 | 3 | 2 | 2 |
| 39 | RU000A107EQ7 | ИА ДОМ БО-001P-42 | 3 | 3 | 2 | 2 |
| 40 | RU000A105AV9 | ИА ДОМ БО-001P-23 | 3 | 3 | 2 | 2 |
| 41 | RU000A0ZZZ09 | ИА ДОМ 008P | 5 | 5 | 4 | 4 |
| 42 | RU000A1093G2 | ИА ДОМ БО-001P-46 | 5 | 5 | 4 | 4 |
| 43 | RU000A10DX10 | ИА ДОМ БО-001P-59 | 4 | 4 | 3 | 3 |
| 44 | RU000A104511 | ИА ДОМ БО-001P-14 | 3 | 3 | 2 | 2 |
| 45 | RU000A1018T2 | ИА ДОМ 013P | 4 | 4 | 2 | 2 |
| 46 | RU000A10C1N2 | ИА ДОМ БО-001P-55 | 6 | 6 | 4 | 4 |
| 47 | RU000A10BP53 | ИА ДОМ БО-001P-53 | 6 | 6 | 4 | 4 |
| 48 | RU000A1074A5 | ИА ДОМ БО-001P-38 | 5 | 5 | 3 | 3 |
| 49 | RU000A102AP8 | ИА ДОМ 017Р | 9 | 9 | 7 | 7 |
| 50 | RU000A10AQE6 | ИА ДОМ БО-001P-52 | 4 | 4 | 2 | 2 |
| 51 | RU000A10C8J5 | ИА ДОМ БО-001P-56 | 11 | 11 | 8 | 8 |
| 52 | RU000A10AQC0 | ИА ДОМ БО-001P-51 | 10 | 10 | 7 | 7 |
| 53 | RU000A107GL3 | ИА ДОМ БО-001P-40 | 9 | 9 | 6 | 6 |
| 54 | RU000A10EQG3 | ИА ДОМ БО-001P-62 | 10 | 10 | 6 | 6 |
| 55 | RU000A106YR5 | ИА ДОМ БО-001P-37 | 7 | 7 | 3 | 3 |
| 56 | RU000A108GC0 | ИА ДОМ БО-001P-44 | 6 | 6 | 2 | 2 |
| 57 | RU000A109MG7 | ИА ДОМ БО-001P-50 | 6 | 6 | 2 | 2 |
| 58 | RU000A10C1P7 | ИА ДОМ БО-001P-57 | 7 | 7 | 2 | 2 |
| 59 | RU000A10DEA4 | ИА ДОМ БО-001P-58 | 8 | 8 | 3 | 3 |