23.10.2019 22:49

Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from October 24, 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
RU000A0JVUY9 7% 10% 13% 40% 43% 46%
RU000A0JVWA5 7% 10% 13% 40% 43% 46%
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