25.12.2024 16:25
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.12.2024:
| ISIN | Current interest risk rate up MMΔ and down SECΔ, % p.a. | New interest risk rate up MMΔ and down SECΔ, % p.a. |
|---|---|---|
| Y0/Y3M | Y0/Y3M | |
| RU000A0JX132 | 3 | 4.5 |
| RU000A0ZYJJ3 | ||
| RU000A0JXXE1 |