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%

Contacts for media
+7 (495) 363-3232
+7 (495) 232-3363
Public Relations Department

Contacts for clients
+7 (495) 363-3232
+7 (495) 232-3363
Feedback form

18.02.2019

Main news

18.02.19	The additional trading session starts later for Derivatives market on 7, 14, 15, 20, 21, 26 and 28 March 2019
15.02.19	Moscow Exchange recommends candidates for Supervisory Board
14.02.19	Moscow Exchange completes development of platform for online bank deposits
13.02.19	Results of auction for placement of the Russian Federation government bonds on February 13, 2019 (2)
13.02.19	Results of auction for placement of the Russian Federation government bonds on February 13, 2019
13.02.19	Risk parameters change on Securities market
12.02.19	Bank of Russia bonds auction results
06.02.19	Results of auction for placement of the Russian Federation government bonds on February 6, 2019 (2)
06.02.19	Results of auction for placement of the Russian Federation government bonds on February 6, 2019
All news