Due to increased volatility CCP NCC sets the following market risk rates on below dates:
Securities market:
|
№ |
Asset |
Current market risk rates |
Market risk rates from 20.01.2022 |
Market risk rates from 21.01.2022 |
||||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
||
|
1 |
AFLT |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
2 |
ALRS |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
3 |
FIVE |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
4 |
MGNT |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
5 |
MOEX |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
6 |
POLY |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
7 |
YNDX |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
8 |
LKOH |
15% |
21% |
28% |
17% |
23% |
30% |
19% |
25% |
32% |
|
9 |
MAGN |
16% |
22% |
29% |
18% |
24% |
31% |
20% |
26% |
33% |
|
10 |
MTSS |
16% |
22% |
29% |
19.5% |
25.5% |
32.5% |
23% |
29% |
36% |
|
11 |
NVTK |
16% |
22% |
29% |
18% |
24% |
31% |
20% |
26% |
33% |
|
12 |
CHMF |
17% |
23% |
30% |
19.5% |
25.5% |
32.5% |
22% |
28% |
35% |
|
13 |
GAZP |
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
14 |
PHOR |
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
15 |
RUAL |
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
16 |
SIBN |
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
17 |
TATNP |
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
18 |
VKCO |
17% |
23% |
30% |
18 % |
24% |
31% |
19% |
25% |
32% |
|
19 |
SBER |
18% |
24% |
31% |
20.5% |
26.5% |
33.5% |
23% |
29% |
36% |
|
20 |
SBERP |
18% |
24% |
31% |
20.5% |
26.5% |
33.5% |
23% |
29% |
36% |
|
21 |
SNGSP |
18% |
24% |
31% |
21% |
27% |
34% |
24% |
30% |
37% |
|
22 |
TCSG |
18% |
24% |
31% |
19.5% |
25.5% |
32.5% |
21% |
27% |
34% |
|
23 |
HYDR |
19% |
25% |
32% |
21.5% |
27.5% |
34.5% |
24% |
30% |
37% |
|
24 |
ROSN |
19% |
25% |
32% |
22% |
28% |
35% |
25% |
31% |
38% |
|
25 |
SNGS |
19% |
25% |
32% |
21.5% |
27.5% |
34.5% |
24% |
30% |
37% |
|
26 |
FEES |
20% |
26% |
33% |
23.5% |
29.5% |
36.5% |
27% |
33% |
40% |
|
27 |
GMKN |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
28 |
MNOD-ME |
20% |
24% |
31% |
22.5% |
26.5% |
33.5% |
25% |
29% |
36% |
|
29 |
MVID |
20% |
26% |
33% |
23.5% |
29.5% |
36.5% |
27% |
33% |
40% |
|
30 |
NLMK |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
31 |
RSTI |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
32 |
RTKM |
20% |
26% |
33% |
24.5% |
30.5% |
37.5% |
29% |
35% |
42% |
|
33 |
TRNFP |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
34 |
TATN |
21% |
27% |
34% |
23.5% |
29.5% |
36.5% |
26% |
32% |
39% |
|
35 |
VTBR |
21% |
27% |
34% |
22% |
28% |
35% |
23% |
29% |
36% |
|
36 |
IRAO |
23% |
29% |
36% |
26% |
32% |
39% |
29% |
35% |
42% |
|
37 |
PLZL |
23% |
29% |
36% |
23.5% |
29.5% |
36.5% |
24% |
30% |
37% |
|
38 |
RASP |
24% |
30% |
37% |
26.5% |
32.5% |
39.5% |
29% |
35% |
42% |
|
39 |
BANEP |
25% |
31% |
38% |
27.5% |
33.5% |
40.5% |
30% |
36% |
43% |
|
40 |
DSKY |
25% |
31% |
38% |
26.5% |
32.5% |
39.5% |
28% |
34% |
41% |
|
41 |
FLOT |
25% |
31% |
38% |
26% |
32% |
39% |
27% |
33% |
40% |
|
42 |
GLTR |
25% |
31% |
38% |
29.5% |
35.5% |
42.5% |
34% |
40% |
47% |
|
43 |
PIKK |
25% |
31% |
38% |
31% |
37% |
44% |
37% |
43% |
50% |
|
44 |
QIWI |
25% |
31% |
38% |
27% |
33% |
40% |
29% |
35% |
42% |
|
45 |
SGZH |
25% |
31% |
38% |
34% |
40% |
47% |
43% |
49% |
56% |
|
46 |
UPRO |
25% |
31% |
38% |
29.5% |
35.5% |
42.5% |
34% |
40% |
47% |
Derivatives market:
|
№ |
Underlying |
Current market risk rates |
Market risk rates from 7 p.m. 19.01.2022 |
Market risk rates from 7 p.m. 20.01.2022 |
||||||
|
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
||
|
1 |
RTS |
15% |
21% |
27% |
17% |
23% |
29% |
19% |
25% |
31% |
|
2 |
RTSM |
15% |
21% |
27% |
17% |
23% |
29% |
19% |
25% |
31% |
|
3 |
MIX |
12% |
18% |
24% |
15.5% |
21.5% |
27.5% |
19% |
25% |
31% |
|
4 |
MXI |
12% |
18% |
24% |
15.5% |
21.5% |
27.5% |
19% |
25% |
31% |
|
5 |
AFLT |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
6 |
ALRS |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
7 |
CHMF |
17% |
23% |
30% |
19.5% |
25.5% |
32.5% |
22% |
28% |
35% |
|
8 |
FEES |
20% |
26% |
33% |
23.5% |
29.5% |
36.5% |
27% |
33% |
40% |
|
9 |
FIVE |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
10 |
GAZR |
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
11 |
GMKN |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
12 |
HYDR |
19% |
25% |
32% |
21.5% |
27.5% |
34.5% |
24% |
30% |
37% |
|
13 |
IRAO |
23% |
29% |
36% |
26% |
32% |
39% |
29% |
35% |
42% |
|
14 |
LKOH |
15% |
21% |
28% |
17% |
23% |
30% |
19% |
25% |
32% |
|
15 |
MAGN |
16% |
22% |
29% |
18% |
24% |
31% |
20% |
26% |
33% |
|
16 |
|
17% |
23% |
30% |
18% |
24% |
31% |
19% |
25% |
32% |
|
17 |
MGNT |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
18 |
MOEX |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
19 |
MTSI |
16% |
22% |
29% |
19.5% |
25.5% |
32.5% |
23% |
29% |
36% |
|
20 |
NLMK |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
21 |
NOTK |
16% |
22% |
29% |
18% |
24% |
31% |
20% |
26% |
33% |
|
22 |
PIKK |
25% |
31% |
38% |
31% |
37% |
44% |
37% |
43% |
50% |
|
23 |
PLZL |
23% |
29% |
36% |
23.5% |
29.5% |
36.5% |
24% |
30% |
37% |
|
24 |
POLY |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |
|
25 |
ROSN |
19% |
25% |
32% |
22% |
28% |
35% |
25% |
31% |
38% |
|
26 |
RTKM |
20% |
26% |
33% |
24.5% |
30.5% |
37.5% |
29% |
35% |
42% |
|
27 |
SBPR |
18% |
24% |
31% |
20.5% |
26.5% |
33.5% |
23% |
29% |
36% |
|
28 |
SBRF |
18% |
24% |
31% |
20.5% |
26.5% |
33.5% |
23% |
29% |
36% |
|
29 |
SNGP |
18% |
24% |
31% |
21.5% |
27.5% |
34.5% |
24% |
30% |
37% |
|
30 |
SNGR |
19% |
25% |
32% |
21% |
27% |
34% |
24% |
30% |
37% |
|
31 |
TATN |
21% |
27% |
34% |
23.5% |
29.5% |
36.5% |
26% |
32% |
39% |
|
32 |
TCSI |
18% |
24% |
31% |
19.5% |
25.5% |
32.5% |
21% |
27% |
34% |
|
33 |
TRNF |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
34 |
TRNS |
20% |
26% |
33% |
22.5% |
28.5% |
35.5% |
25% |
31% |
38% |
|
35 |
VTBR |
21% |
27% |
34% |
22% |
28% |
35% |
23% |
29% |
36% |
|
36 |
YNDF |
14% |
20% |
27% |
16.5% |
22.5% |
29.5% |
19% |
25% |
32% |