15.08.2018 16:38
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from August 20, 2018:
| № | Ticker | Current IM rates | New IM rates | |||||
|---|---|---|---|---|---|---|---|---|
| S_2_min | S_3_min | S_2_min | S_3_min | S_2_min | S_3_min | |||
| 1 | RU000A0JT403 | 12% | 15% | 18% | 8% | 11% | 14% | |
| 2 | RU000A0JUCR3 | 11% | 16% | 20% | 8% | 13% | 17% | |
| 3 | RU000A0JUCS1 | 11% | 16% | 20% | 8% | 13% | 17% | |
| 4 | XS0484209159 | 11% | 14% | 17% | 8% | 11% | 14% | |
| 5 | SU25083RMFS5 | 8% | 9% | 10% | 5% | 6% | 7% | |
| 6 | RU000A0JWNB0 | 11% | 14% | 17% | 8% | 11% | 14% | |
| 7 | RU000A0ZYLG5 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 8 | RU000A0JRLE8 | 10% | 13% | 16% | 8% | 11% | 14% | |
| 9 | RU000A0JRMB2 | 10% | 13% | 16% | 8% | 11% | 14% | |
| 10 | RU000A0JUU90 | 10% | 13% | 16% | 8% | 11% | 14% | |
| 11 | RU000A0JRMC0 | 10% | 13% | 16% | 8% | 11% | 14% | |
| 12 | RU000A0JPLU8 | 9% | 13% | 17% | 13% | 16% | 19% | |
| 13 | RU000A0JU1Q8 | 7% | 10% | 13% | 13% | 16% | 19% | |
| 14 | RU000A0JWPA7 | 7% | 10% | 13% | 14% | 17% | 20% | |
| 15 | RU000A0JTYL2 | 8% | 13% | 17% | 40% | 43% | 46% | |
| 16 | RU000A0JTYM0 | 8% | 11% | 14% | 40% | 43% | 46% | |
| 17 | RU000A0JTYN8 | 8% | 13% | 17% | 40% | 43% | 46% | |