10.01.2023 15:06
Risk parameters change on Securities markets
CCP NCC changes the following risk parameters on Securities market starting from January, 16th 2023:
| № | ISIN | Short name | Current minimum Initial Margin for the Market Risk, % | New minimum Initial Margin for the Market Risk, % | ||||
|---|---|---|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
| 1 | RU000A105GZ7 | GazpromKapital ZO24-2-E | 15% | 18% | 21% | 30% | 33% | 36% |
| 2 | RU000A105JH9 | GazpromKapital ZO27-2-D | 22% | 25% | 28% | 44% | 47% | 50% |
| 3 | RU000A105JT4 | GazpromKapital ZO31-1-D | 28% | 31% | 34% | 56% | 59% | 62% |
| № | ISIN | Short name | Current accepted as collateral | New accepted as collateral |
|---|---|---|---|---|
| 1 | RU000A105GZ7 | GazpromKapital ZO24-2-E | No | Yes |
| 2 | RU000A105JH9 | GazpromKapital ZO27-2-D | No | Yes |
| 3 | RU000A105JT4 | GazpromKapital ZO31-1-D | No | Yes |
- Telegram
- ВКонтакте
- РћРТвЂВВВВВВВВнокласснРСвЂВВВВВВВВРєРСвЂВВВВВВВВ
- РњРѕР№ Р В Р’В Р РЋРЎв„ўР В Р’В Р РЋРІР‚ВВВВВВВВРЎР‚