20.02.2023 18:52
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from February 28, 2023:
| № | Ticker | Current market risk rates, % | New market risk rates, % | ||||
| 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 | RU000A0JXRM6 | 43% | 46% | 60% | 32% | 35% | 55% |
| 2 | RU000A102K13 | 34% | 37% | 60% | 30% | 33% | 55% |
| 3 | RU000A0ZZV86 | 31% | 34% | 60% | 27% | 30% | 55% |
| 4 | RU000A102D46 | 38% | 41% | 60% | 35% | 38% | 55% |
| 5 | RU000A101JD7 | 33% | 36% | 100% | 30% | 33% | 100% |
| 6 | RU000A102GD1 | 35% | 38% | 60% | 32% | 35% | 55% |
| 7 | RU000A102L87 | 37% | 40% | 60% | 35% | 38% | 55% |
| 8 | RU000A1018T2 | 39% | 42% | 60% | 37% | 40% | 55% |
| 9 | RU000A0ZZNW5 | 33% | 36% | 60% | 31% | 34% | 55% |
| 10 | RU000A101TD6 | 36% | 39% | 60% | 34% | 37% | 55% |
| 11 | RU000A0ZZZ09 | 28% | 31% | 60% | 26% | 29% | 55% |
| 12 | RU000A102JB9 | 38% | 41% | 60% | 36% | 39% | 55% |
| 13 | RU000A0ZYJT2 | 28% | 31% | 60% | 28% | 31% | 55% |
| 14 | RU000A102AP8 | 36% | 39% | 60% | 36% | 39% | 55% |
| 15 | RU000A101U95 | 35% | 38% | 60% | 35% | 38% | 55% |
| 16 | RU000A0ZZZ58 | 36% | 39% | 60% | 36% | 39% | 55% |
| 17 | RU000A100ZB9 | 34% | 37% | 60% | 34% | 37% | 55% |
| 18 | RU000A102L53 | 32% | 35% | 60% | 32% | 35% | 55% |
| 19 | RU000A1016B4 | 35% | 38% | 60% | 35% | 38% | 55% |
| 20 | RU000A103125 | 34% | 37% | 60% | 34% | 37% | 55% |