News

CCP NCC is changing the following risk parameters on Securities market starting from April 8, 2021.

Ticker

Tenor

IR risk (downward scenario), %

IR risk (downward scenario), %

RU000A0ZYCP5

Y0/Y1W

35

12

RU000A0ZYJH7

Y0/Y2W

15

10

RU000A0ZYJJ3

Y0/Y1M

6

6

RU000A102EF1

Y0/Y2M

4

4

RU000A102EE4

Y0/Y3M

3

3

RU000A0JV243

Y0/Y6M

3

3

RU000A0JV250

Y0/Y9M

3

3

RU000A0JV268

Y0/Y12M

3

3