18.09.2020 19:08

Risk parameters change on Securities market

CCP NCC will sets the following Market risk rates on Securities market starting from September 21, 2020:

Asset 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
RU000A0JXT58 8% 11% 14% 40% 43% 46%
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