13.02.2019 12:28

Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 18, 2019:

№	Ticker	Current market risk rates			New market risk rates
		S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
		S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	RU000A0JUUA1	7%	10%	13%	14%	17%	20%
2	RU000A0JW9G0	7%	10%	13%	14%	17%	20%
3	RU000A0JR4J2	7%	10%	13%	12%	15%	18%
4	RU000A0JS918	7%	10%	13%	12%	15%	18%
5	RU000A0JX2M2	12%	15%	18%	15%	18%	21%
6	RU000A0JS8Z8	7%	10%	13%	10%	13%	16%
7	RU000A0JUQE1	7%	10%	13%	10%	13%	16%
8	RU000A0JWHT4	7%	11%	15%	8%	12%	16%
9	RU000A0JWM31	7%	10%	13%	8%	11%	14%
10	RU000A0JX0P9	7%	10%	13%	8%	11%	14%
11	RU000A0ZYJR6	7%	10%	13%	8%	11%	14%
12	RU000A0JV7A8	12%	15%	18%	12%	14%	16%
13	XS0643183220	15%	19%	23%	13%	17%	21%
14	XS0290580595	15%	20%	25%	13%	18%	23%
15	CH0346828400	15%	18%	21%	13%	16%	19%
16	XS0743596040	15%	20%	25%	13%	18%	23%
17	XS1622146758	16%	19%	22%	14%	17%	20%
18	RU000A0JXR43	16%	19%	22%	14%	17%	20%
19	RU000A0ZYR18	16%	19%	22%	14%	17%	20%
20	XS1691350455	16%	19%	22%	14%	17%	20%
21	RU000A0JWVC1	16%	19%	22%	14%	17%	20%
22	RU000A0JX0B9	16%	19%	22%	14%	17%	20%
23	XS0800817073	16%	21%	26%	14%	19%	24%
24	RU000A0ZYC98	16%	19%	22%	14%	17%	20%
25	RU000A0JXQ28	16%	19%	22%	14%	17%	20%
26	RU000A0JT965	17%	20%	23%	15%	18%	21%
27	RU000A0JT940	17%	20%	23%	15%	18%	21%
28	XS1298447019	17%	21%	25%	15%	19%	23%
29	XS0831571434	17%	22%	27%	15%	20%	25%
30	XS0841671000	17%	21%	25%	15%	19%	23%
31	XS0830192711	17%	22%	27%	15%	20%	25%
32	RU000A0ZYT40	17%	20%	23%	15%	18%	21%
33	CH0374882816	17%	20%	23%	15%	18%	21%
34	RU000A0ZYKW4	17%	20%	23%	15%	18%	21%
35	RU000A0JXQK2	18%	21%	24%	16%	19%	22%
36	XS1759801720	18%	21%	24%	16%	19%	22%
37	XS1502188375	19%	22%	25%	17%	20%	23%
38	RU000A0JXYS9	18%	21%	24%	16%	19%	22%
39	RU000A0JV201	20%	23%	26%	18%	21%	24%
40	RU000A0ZYLC4	21%	24%	27%	19%	22%	25%
41	XS1592279522	21%	24%	27%	19%	22%	25%
42	RU000A0JWWW7	10%	13%	16%	8%	11%	14%
43	RU000A0ZYKM5	10%	13%	16%	8%	11%	14%
44	RU000A0JXHQ8	11%	14%	17%	9%	12%	15%
45	RU000A0JTM36	11%	16%	21%	9%	14%	19%
46	RU000A0JX5W4	11%	14%	17%	9%	12%	15%
47	RU000A0JS5F6	11%	14%	17%	9%	12%	15%
48	RU000A0JTTA5	11%	14%	17%	9%	12%	15%
49	XS0918297382	9%	13%	17%	7%	11%	15%
50	XS0918604496	9%	12%	15%	7%	10%	13%
51	XS0922301717	9%	13%	17%	7%	11%	15%
52	RU000A0JXRV7	12%	15%	18%	10%	13%	16%
53	RU000A0JXRN4	12%	15%	18%	10%	13%	16%
54	RU000A0JXS75	12%	15%	18%	10%	13%	16%
55	RU000A0JXTQ3	12%	15%	18%	10%	13%	16%
56	RU000A0JXS59	12%	15%	18%	10%	13%	16%
57	RU000A0JXTF6	12%	15%	18%	10%	13%	16%
58	XS0524610812	10%	14%	18%	8%	12%	16%
59	RU000A0ZYLH3	12%	15%	18%	10%	13%	16%
60	RU000A0JWGT6	12%	15%	18%	10%	13%	16%
61	XS0513723873	9%	13%	17%	7%	11%	15%
62	RU000A0JWNK1	12%	15%	18%	10%	13%	16%
63	RU000A0JUUU9	13%	16%	19%	11%	14%	17%
64	RU000A0ZYAE3	13%	16%	19%	11%	14%	17%
65	XS0972645112	11%	16%	21%	9%	14%	19%
66	XS0548633659	11%	15%	19%	9%	13%	17%
67	RU000A0ZYB73	13%	16%	19%	11%	14%	17%
68	RU000A0JS8Y1	13%	16%	19%	11%	14%	17%
69	RU000A0ZYBG6	13%	16%	19%	11%	14%	17%
70	RU000A0ZYCQ3	13%	16%	19%	11%	14%	17%
71	XS1501561739	11%	14%	17%	9%	12%	15%
72	XS0555493203	11%	14%	17%	9%	12%	15%
73	XS0982861287	11%	16%	20%	9%	14%	18%
74	XS0554659671	11%	16%	20%	9%	14%	18%
75	RU000A0JXXD3	13%	14%	15%	11%	12%	13%
76	RU000A0JXXE1	13%	14%	15%	11%	12%	13%
77	XS0708813810	12%	17%	21%	10%	15%	19%
78	XS0587031096	12%	17%	22%	10%	15%	20%
79	XS0588433267	12%	17%	21%	10%	15%	19%
80	XS0638572973	13%	18%	23%	11%	16%	21%
81	XS0919581982	13%	18%	23%	11%	16%	21%
82	XS1625994022	13%	16%	19%	11%	14%	17%
83	RU000A0JWNE4	13%	16%	19%	11%	14%	17%
84	RU000A0JXMH7	14%	17%	20%	12%	15%	18%
85	XS1567051443	14%	17%	20%	12%	15%	18%
86	RU000A0JY023	14%	17%	20%	12%	15%	18%
87	RU000A0JTS06	17%	20%	23%	15%	18%	21%
88	RU000A0ZYX69	20%	23%	26%	18%	21%	24%
89	RU000A0ZZ1J8	20%	23%	26%	18%	21%	24%
90	RU000A0ZYU05	23%	26%	29%	21%	24%	27%
91	RU000A0JVYG8	15%	18%	21%	12%	15%	18%
92	RU000A0JXT58	11%	14%	17%	8%	11%	14%
93	RU000A0ZZ083	11%	14%	17%	8%	11%	14%
94	RU000A0JVWB3	12%	15%	18%	9%	12%	15%
95	XS0906946008	9%	14%	19%	6%	11%	16%
96	RU000A0JVFJ1	12%	15%	18%	9%	12%	15%
97	RU000A0JV789	15%	17%	19%	12%	14%	16%
98	RU000A0JV763	15%	17%	19%	12%	14%	16%
99	RU000A0JV7C4	15%	17%	19%	12%	14%	16%
100	RU000A0JV7B6	15%	17%	19%	12%	14%	16%
101	RU000A0JV797	15%	17%	19%	12%	14%	16%
102	RU000A0JV7D2	15%	17%	19%	12%	14%	16%
103	RU000A0JV1Y1	20%	23%	26%	17%	20%	23%
104	RU000A0ZYVU5	20%	23%	26%	17%	20%	23%
105	RU000A0JXP45	13%	16%	19%	10%	13%	16%
106	RU000A0JXQD7	14%	17%	20%	11%	14%	17%
107	XS1038646078	13%	18%	23%	10%	15%	20%
108	XS1599428726	17%	20%	23%	13%	16%	19%
109	XS1752568144	31%	34%	37%	16%	19%	22%

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18.02.2019