11.09.2026 17:22
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from September, 16-st 2026:
| № | Ticker | 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 | RU000A0JS4Z7 | 9% | 12% | 12% | 15% | 18% | 21% |
| 2 | RU000A0JSQ58 | 6% | 9% | 9% | 8% | 11% | 14% |
| 3 | RU000A0JUKX4 | 10% | 13% | 13% | 14% | 17% | 20% |
| 4 | RU000A100YQ0 | 14% | 17% | 17% | 16% | 19% | 22% |
| 5 | RU000A105PH6 | 8% | 11% | 11% | 7% | 10% | 13% |
| 6 | RU000A10BQU0 | 15% | 20% | 20% | 19% | 24% | 29% |
| 7 | RU000A10D541 | 12% | 15% | 15% | 14% | 17% | 20% |
| 8 | RU000A10FDS3 | 15% | 18% | 18% | 19% | 22% | 25% |