12.03.2021 17:19
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from March 15, 2021:
| № | Ticker | Description | 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 | RU000A0JRCX7 | VEB.RF 09 | 14% | 17% | 20% | 10% | 13% | 16% |
| 2 | RU000A0JT6B2 | VEB.RF 19 | 14% | 17% | 20% | 10% | 13% | 16% |
| 3 | RU000A0JXU71 | VEB.RF PBO-001P-09 | 9% | 12% | 15% | 5% | 8% | 11% |
| 4 | RU000A0JWNE4 | VEB.RF PBO-001P-03 USD | 7% | 10% | 13% | 6% | 9% | 12% |
| 5 | RU000A0JRTN2 | VEB.RF 10 | 16% | 19% | 22% | 10% | 13% | 16% |
| 6 | RU000A0JX4Q9 | VEB.RF PBO-001P-05 | 8% | 11% | 14% | 6% | 9% | 12% |
| 7 | RU000A0ZZZP3 | VEB.RF PBO-001P-12 | 9% | 12% | 15% | 6% | 9% | 12% |
| 8 | RU000A0JS4Z7 | VEB.RF 21 | 20% | 23% | 26% | 12% | 15% | 18% |
| 9 | RU000A100BM7 | VEB.RF PBO-001P-16 | 10% | 13% | 16% | 6% | 9% | 12% |
| 10 | XS0800817073 | Veb Finance plc 6.025 05/07/22 | 18% | 21% | 24% | 13% | 16% | 19% |
| 11 | RU000A0ZYLJ9 | VEB.RF PBO-001P-11 | 12% | 15% | 18% | 8% | 11% | 14% |
| 12 | RU000A0JXU48 | VEB.RF PBO-001P-08 USD | 12% | 15% | 18% | 8% | 11% | 14% |
| 13 | XS0893212398 | Veb Finance plc 4.032 21/02/23 | 22% | 25% | 28% | 16% | 19% | 22% |
| 14 | RU000A100GY1 | VEB.RF PBO-001P-17 | 15% | 18% | 21% | 10% | 13% | 16% |
| 15 | RU000A101WF5 | VEB.RF PBO-001P-21 | 14% | 17% | 20% | 10% | 13% | 16% |
| 16 | RU000A102FC5 | VEB.RF PBO-001P-22 | 14% | 17% | 20% | 10% | 13% | 16% |
| 17 | RU000A1001V4 | VEB.RF PBO-001P-13 | 14% | 17% | 20% | 10% | 13% | 16% |
| 18 | XS0993162683 | Veb Finance plc 5.942 21/11/23 | 26% | 29% | 32% | 18% | 21% | 24% |
| 19 | RU000A1003W8 | VEB.RF PBO-001P-14 | 14% | 17% | 20% | 10% | 13% | 16% |
| 20 | RU000A0JT403 | VEB.RF 18 | 30% | 33% | 36% | 19% | 22% | 25% |
| 21 | RU000A0JW6P7 | VEB.RF PBO-001P-01 | 17% | 20% | 23% | 10% | 13% | 16% |
| 22 | RU000A101WE8 | VEB.RF PBO-001P-20 | 17% | 20% | 23% | 11% | 14% | 17% |
| 23 | XS0559915961 | VEB FINANCE LIMITED 6.8 22/11/ | 36% | 39% | 42% | 23% | 26% | 29% |
| 24 | RU000A102K96 | VEB.RF PBO-001P-23B | 18% | 21% | 24% | 12% | 15% | 18% |
| 25 | RU000A1013P1 | VEB.RF PBO-001P-18 | 21% | 24% | 27% | 13% | 16% | 19% |
| 26 | RU000A101TB0 | VEB.RF PBO-001P-19 | 21% | 24% | 27% | 13% | 16% | 19% |
| 27 | RU000A1018M7 | SCPF FPF 01 | 40% | 43% | 46% | 19% | 22% | 25% |
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