30.07.2026 17:29
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 | RU000A105KW6 | Eurasian Develop Bank P03-05 | 20% | 23% | 26% | 40% | 43% | 46% |
| 2 | RU000A105EV1 | Eurasian Develop Bank P03-04 | 21% | 24% | 27% | 40% | 43% | 46% |
| 3 | RU000A104TQ2 | EABR BO 001P-08 | 14% | 17% | 20% | 40% | 43% | 46% |