02.06.2025 12:28
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 3, 2025
| № | Ticker | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 1 | RU000A109NH3 | 40 | 43 | 53 | 12 | 15 | 26 |
| 2 | RU000A109L98 | 40 | 43 | 53 | 14 | 17 | 27 |
| 3 | RU000A109MG7 | 40 | 43 | 53 | 25 | 28 | 45 |
| 4 | RU000A107SY1 | 40 | 43 | 53 | 27 | 30 | 40 |
| 5 | RU000A10AQE6 | 40 | 43 | 53 | 27 | 30 | 45 |
| 6 | RU000A108GC0 | 40 | 43 | 53 | 29 | 32 | 49 |
| 7 | RU000A106YR5 | 40 | 43 | 53 | 29 | 32 | 49 |
| 8 | RU000A103YG5 | 34 | 37 | 41 | 23 | 26 | 36 |
| 9 | RU000A102AP8 | 28 | 31 | 41 | 18 | 21 | 33 |
| 10 | RU000A1016B4 | 29 | 32 | 43 | 19 | 22 | 32 |
| 11 | RU000A0JXRM6 | 25 | 28 | 40 | 16 | 19 | 30 |
| 12 | RU000A0ZYJT2 | 17 | 20 | 30 | 8 | 11 | 21 |
| 13 | RU000A1018T2 | 27 | 30 | 42 | 19 | 22 | 33 |
| 14 | RU000A0ZZZ58 | 32 | 35 | 39 | 24 | 27 | 37 |
| 15 | RU000A103N43 | 30 | 33 | 38 | 22 | 25 | 36 |
| 16 | RU000A0ZZV86 | 23 | 26 | 38 | 17 | 20 | 30 |
| 17 | RU000A105JF3 | 18 | 21 | 30 | 12 | 15 | 25 |
| 18 | RU000A105NZ3 | 18 | 21 | 30 | 12 | 15 | 25 |
| 19 | RU000A106FM5 | 18 | 21 | 31 | 12 | 15 | 25 |
| 20 | RU000A1031K4 | 27 | 30 | 41 | 21 | 24 | 35 |
| 21 | RU000A0ZZNW5 | 24 | 27 | 38 | 18 | 21 | 31 |
| 22 | RU000A0ZZZ09 | 21 | 24 | 35 | 15 | 18 | 28 |
| 23 | RU000A1058R2 | 17 | 20 | 29 | 12 | 15 | 25 |
| 24 | RU000A101U95 | 25 | 28 | 39 | 20 | 23 | 33 |
| 25 | RU000A100ZB9 | 25 | 28 | 39 | 21 | 24 | 34 |
| 26 | RU000A101TD6 | 27 | 30 | 40 | 23 | 26 | 36 |
| 27 | RU000A104UV0 | 16 | 19 | 29 | 12 | 15 | 25 |
| 28 | RU000A100YY4 | 24 | 27 | 38 | 20 | 23 | 33 |
| 29 | RU000A100DQ4* | 19 | 22 | 25 | 15 | 18 | 21 |
| 30 | RU000A104X32 | 15 | 18 | 27 | 12 | 15 | 25 |
| 31 | RU000A107G55 | 15 | 18 | 27 | 12 | 15 | 25 |
| 32 | RU000A103125 | 24 | 27 | 38 | 21 | 24 | 34 |
| 33 | RU000A1041Q0 | 13 | 16 | 25 | 11 | 14 | 24 |
| 34 | RU000A105NN9 | 13 | 16 | 26 | 11 | 14 | 24 |
| 35 | RU000A102GD1 | 26 | 29 | 40 | 24 | 27 | 37 |
| 36 | RU000A102GV3 | 30 | 33 | 44 | 28 | 31 | 42 |
| 37 | RU000A102L87 | 27 | 30 | 41 | 25 | 28 | 38 |
| 38 | RU000A0ZZCH9 | 22 | 25 | 36 | 20 | 23 | 33 |
| 39 | RU000A102D46 | 28 | 31 | 41 | 27 | 30 | 40 |
| 40 | RU000A109NJ9 | 23 | 26 | 37 | 22 | 25 | 36 |
| 41 | RU000A101JD7 | 25 | 28 | 38 | 24 | 27 | 37 |
| 42 | RU000A1093G2 | 19 | 22 | 33 | 20 | 23 | 35 |
| 43 | RU000A107EQ7 | 21 | 24 | 35 | 22 | 25 | 36 |
| 44 | RU000A107GL3 | 18 | 21 | 32 | 19 | 22 | 33 |
| 45 | RU000A103YK7 | 24 | 27 | 32 | 26 | 29 | 39 |
| 46 | RU000A105344 | 21 | 24 | 35 | 24 | 27 | 37 |
| 47 | RU000A105NP4 | 18 | 21 | 32 | 21 | 24 | 35 |
| 48 | RU000A10AQC0 | 25 | 28 | 40 | 28 | 31 | 45 |
| 49 | RU000A106HE8 | 20 | 23 | 33 | 24 | 27 | 37 |
| 50 | RU000A104B79 | 17 | 20 | 30 | 21 | 24 | 35 |
| 51 | RU000A103W42 | 19 | 22 | 32 | 23 | 26 | 37 |
| 52 | RU000A104511 | 19 | 22 | 32 | 24 | 27 | 37 |
| 53 | RU000A105LN3 | 18 | 21 | 31 | 23 | 26 | 37 |
| 54 | RU000A104C45 | 18 | 21 | 32 | 23 | 26 | 36 |
| 55 | RU000A109NG5 | 19 | 22 | 33 | 25 | 28 | 44 |
| 56 | RU000A104AM1 | 17 | 20 | 30 | 23 | 26 | 36 |
| 57 | RU000A1074A5 | 18 | 21 | 32 | 24 | 27 | 38 |
| 58 | RU000A105P72 | 18 | 21 | 31 | 24 | 27 | 37 |
| 59 | RU000A105CB7 | 19 | 22 | 32 | 25 | 28 | 38 |
| 60 | RU000A105AV9 | 19 | 22 | 33 | 25 | 28 | 38 |
| 61 | RU000A1065R7 | 18 | 21 | 32 | 25 | 28 | 38 |
| 62 | RU000A107GM1 | 19 | 22 | 32 | 26 | 29 | 39 |
| 63 | RU000A105898 | 17 | 20 | 30 | 24 | 27 | 37 |
| 64 | RU000A105NY6 | 20 | 23 | 33 | 28 | 31 | 41 |
| 65 | RU000A105H23 | 18 | 21 | 32 | 26 | 29 | 39 |