07.04.2021 20:22

Risk parameters change on Securities market

CCP NCC is changing the following risk parameters on Securities market starting from April 8, 2021.

Ticker	Tenor	IR risk (downward scenario), %	IR risk (downward scenario), %
RU000A0ZYCP5	Y0/Y1W	35	12
RU000A0ZYJH7	Y0/Y2W	15	10
RU000A0ZYJJ3	Y0/Y1M	6	6
RU000A102EF1	Y0/Y2M	4	4
RU000A102EE4	Y0/Y3M	3	3
RU000A0JV243	Y0/Y6M	3	3
RU000A0JV250	Y0/Y9M	3	3
RU000A0JV268	Y0/Y12M	3	3

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

12.04.21	Risk parameters change for the security RU000A0JUG98
12.04.21	Risk parameters change for the security RU000A0ZZ1H2
12.04.21	Risk parameters change for the security BABA-RM
08.04.21	Risk parameters change for the security RU000A0ZZ1H2
08.04.21	Risk parameters change for the security RU000A0JUW23
07.04.21	Risk parameters change on Securities market
07.04.21	Results of auction for placement of the Russian Federation government bonds on April 7, 2021
07.04.21	Results of auction for placement of the Russian Federation government bonds on April 7, 2021
07.04.21	Risk parameters change for the security RU000A0JT874
All news

Copyright © Moscow Exchange, 2011 - 2021. All the rights for the information and analytical materials published on this website are protected in compliance with the Russian legislation. Before you start using the website, please read User Agreement carefully. Display, distribution or any other use of the information published on the Exchange’s website or any of its parts is allowed only upon receiving prior written authorization from the Exchange.