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27.11.2025 09:00

Risk parameters on Securities market

CCP NCC changes the collateral for stress on Securities market starting from November 27^th, 2025:

Ticker	Currency	Current collateral for stress		Collateral for stress from 27.11.2025 г.
Ticker	Currency	UP scenario	DOWN scenario	UP scenario	DOWN scenario
RU000A101RT6	RUB	0,045	0,045	0,017	0,017
RU000A101RV2	RUB	0,075	0,075	0,024	0,026
RU000A101RW0	RUB	0,075	0,075	0,0325	0,0355
RU000A10DDR0	RUB	0,01	0,01	0,017	0,017
RU000A10DFJ2	RUB	0,01	0,01	0,017	0,017
RU000A10DFN4	RUB	0,01	0,01	0,017	0,017
RU000A10DG86	RUB	0,01	0,01	0,017	0,017
RU000A10DJH8	RUB	0,075	0,075	0,0325	0,0355
RU000A10DJR7	RUB	0,02	0,02	0,017	0,017
RU000A10DLE1	RUB	0,01	0,01	0,017	0,017
SU29028RMFS6	RUB	0,01	0,01	0,017	0,017
SU29029RMFS4	RUB	0,01	0,01	0,017	0,017

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