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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  
 
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
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