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                11.04.2019 13:08

                Interest rate risk parameters change on Securities market

                From the 15th of April 2019 CCP NCC sets the following risk parameters on Securities market:

                • Minimal upward and downward interest rate risk rates;
                • Ratio of Repo Rate Band to Interest Rate Assessment Range (x_IR).  
                Ticker Term Current risk parameters New risk parameters Current X_IR New X_IR
                Upward risk rate, % Downward risk rate, % Upward risk rate, % Downward risk rate, %

                RU000A0JW4Z1

                RU000A0JWKG5

                RU000A0ZYP02

                RU000A0ZYP10

                Y0/Y1 11 11 8 8 1,2 1,5
                Y0/Y1W 11 11 8 8
                Y0/Y2W 11 11 8 8
                Y0/Y1M 11 11 8 8
                Y0/Y2M 11 11 8 8
                Y0/Y3M 11 11 8 8
                Y0/Y6M 11 11 8 8
                Y0/Y12M 11 11 8 8
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