01.08.2023 18:37
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 02-nd 2023 :
| № | Ticker | Description | 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 | RU000A106G56 | PhosAgro ZO28-D | 19% | 22% | 25% | 24% | 27% | 30% |
| 2 | RU000A106G31 | PhosAgro ZO25-D | 15% | 18% | 21% | 19% | 22% | 25% |
| № | Ticker | Description | Current collateral | New collateral | ||
| 1 | RU000A106G56 | PhosAgro ZO28-D | No | Yes | ||
| 2 | RU000A106G31 | PhosAgro ZO25-D | No | Yes |