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% |