30.07.2026 17:22
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 03-rd 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 | RU000A109R19 | GPB Finance 001P-02P | 11% | 26% | 40% | 14% | 29% | 43% |
| 2 | RU000A106TR5 | VimpelKom 003P-03 | 20% | 23% | 26% | 25% | 28% | 31% |
| 3 | RU000A10ET56 | Rosseti Sibir 001P-01 | 30% | 40% | 50% | 38% | 48% | 58% |
| 4 | RU000A10DYH7 | GPB Finance 001P-07P | 11% | 14% | 17% | 14% | 17% | 20% |
| 5 | RU000A10C6C4 | GPB Finance 001P-04P | 11% | 26% | 40% | 14% | 29% | 43% |
| 6 | RU000A10BG62 | GPB Finance 001P-03P | 10% | 13% | 16% | 13% | 16% | 19% |
| 7 | RU000A10A356 | GPB Finance 001P-01P | 11% | 14% | 17% | 14% | 17% | 20% |
| № | Ticker | Description | Current collateral | New collateral | |
| 1 | RU000A109XR1 | Acron BO-001P-05 | No | Yes | |
| 2 | RU000A109R19 | GPB Finance 001P-02P | No | Yes | |
| 3 | RU000A106TR5 | VimpelKom 003P-03 | No | Yes | |
| 4 | RU000A105YK2 | VimpelKom 001P-03 | No | Yes | |
| 5 | RU000A105X80 | VimpelKom 001P-08 | No | Yes | |
| 6 | RU000A105XE7 | VimpelKom 001P-02 | No | Yes | |
| 7 | RU000A105W81 | VimpelKom 001P-05 | No | Yes | |
| 8 | RU000A105WP5 | VimpelKom 001P-07 | No | Yes | |
| 9 | RU000A105WK6 | VimpelKom 001P-04 | No | Yes | |
| 10 | RU000A105TY3 | VimpelKom 001P-06 | No | Yes | |
| 11 | RU000A10F108 | Acron BO-002P-03 | No | Yes | |
| 12 | RU000A10E6T6 | Acron BO-002P-02 | No | Yes | |
| 13 | RU000A10ET56 | Rosseti Sibir 001P-01 | No | Yes | |
| 14 | RU000A10DYH7 | GPB Finance 001P-07P | No | Yes | |
| 15 | RU000A10DYC8 | FPC 002P-01 | No | Yes | |
| 16 | RU000A10DBZ7 | Acron BO-002P-01 | No | Yes | |
| 17 | RU000A10C6C4 | GPB Finance 001P-04P | No | Yes | |
| 18 | RU000A10B347 | Acron BO-001P-07 | No | Yes | |
| 19 | RU000A10BRM5 | Acron BO-001P-09 | No | Yes | |
| 20 | RU000A10BG62 | GPB Finance 001P-03P | No | Yes | |
| 21 | RU000A10BGH8 | Acron BO-001P-08 | No | Yes | |
| 22 | RU000A10A356 | GPB Finance 001P-01P | No | Yes | |
| 23 | RU000A10AA28 | Acron BO-001P-06 | No | Yes | |
| 24 | RU000A0ZZTL5 | FPC 1P-05 | No | Yes |