19.02.2026 17:56
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from February, 25-th 2026:
| № | 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 | RU000A107PU5 | RZD BO 001P-30R | 20% | 23% | 26% | 23% | 26% | 29% |
| 2 | RU000A0JX2F6 | Tbank BO-11 | 10% | 13% | 16% | 18% | 21% | 24% |
| 3 | RU000A0JX2D1 | Tbank BO-12 | 10% | 13% | 16% | 12% | 15% | 18% |
| 4 | RU000A0JWUB5 | Tbank BO12 | 10% | 13% | 16% | 15% | 18% | 21% |
| 5 | RU000A0JWNB0 | TbankBO-26 | 15% | 18% | 21% | 17% | 20% | 23% |