News

CCP NCC sets the following risk parameters on Securities market starting from March 15, 2021:

 

Ticker

Description

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

RU000A0JRCX7

VEB.RF 09

14%

17%

20%

10%

13%

16%

2

RU000A0JT6B2

VEB.RF 19

14%

17%

20%

10%

13%

16%

3

RU000A0JXU71

VEB.RF PBO-001P-09

9%

12%

15%

5%

8%

11%

4

RU000A0JWNE4

VEB.RF PBO-001P-03 USD

7%

10%

13%

6%

9%

12%

5

RU000A0JRTN2

VEB.RF 10

16%

19%

22%

10%

13%

16%

6

RU000A0JX4Q9

VEB.RF PBO-001P-05

8%

11%

14%

6%

9%

12%

7

RU000A0ZZZP3

VEB.RF PBO-001P-12

9%

12%

15%

6%

9%

12%

8

RU000A0JS4Z7

VEB.RF 21

20%

23%

26%

12%

15%

18%

9

RU000A100BM7

VEB.RF PBO-001P-16

10%

13%

16%

6%

9%

12%

10

XS0800817073

Veb Finance plc 6.025 05/07/22

18%

21%

24%

13%

16%

19%

11

RU000A0ZYLJ9

VEB.RF PBO-001P-11

12%

15%

18%

8%

11%

14%

12

RU000A0JXU48

VEB.RF PBO-001P-08 USD

12%

15%

18%

8%

11%

14%

13

XS0893212398

Veb Finance plc 4.032 21/02/23

22%

25%

28%

16%

19%

22%

14

RU000A100GY1

VEB.RF PBO-001P-17

15%

18%

21%

10%

13%

16%

15

RU000A101WF5

VEB.RF PBO-001P-21

14%

17%

20%

10%

13%

16%

16

RU000A102FC5

VEB.RF PBO-001P-22

14%

17%

20%

10%

13%

16%

17

RU000A1001V4

VEB.RF PBO-001P-13

14%

17%

20%

10%

13%

16%

18

XS0993162683

Veb Finance plc 5.942 21/11/23

26%

29%

32%

18%

21%

24%

19

RU000A1003W8

VEB.RF PBO-001P-14

14%

17%

20%

10%

13%

16%

20

RU000A0JT403

VEB.RF 18

30%

33%

36%

19%

22%

25%

21

RU000A0JW6P7

VEB.RF PBO-001P-01

17%

20%

23%

10%

13%

16%

22

RU000A101WE8

VEB.RF PBO-001P-20

17%

20%

23%

11%

14%

17%

23

XS0559915961

VEB FINANCE LIMITED 6.8 22/11/

36%

39%

42%

23%

26%

29%

24

RU000A102K96

VEB.RF PBO-001P-23B

18%

21%

24%

12%

15%

18%

25

RU000A1013P1

VEB.RF PBO-001P-18

21%

24%

27%

13%

16%

19%

26

RU000A101TB0

VEB.RF PBO-001P-19

21%

24%

27%

13%

16%

19%

27

RU000A1018M7

SCPF FPF 01

40%

43%

46%

19%

22%

25%