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03.10.2019 21:44

Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from October 04, 2019:

Security Current market risk rates New market risk rates  
 
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
 
RU000A0JWUB5 7% 10% 13% 40% 43% 46%  
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