NCC | Risk parameters change on Securities market

News

19 April 2022 Risk parameters change on Securities market

CCP NCC changes market risk rates (S_1(2,3)_min) on Securities market starting from April 20, 2022 and from April 22, 2022:

Ticker	Current market risk rates			New market risk rates from 20.04.2022
Ticker	S_1_min	S_2_min	S_1_min	S_2_min	S_1_min	S_2_min
PLZL-ME	40%	57%	89%	100%	100%	100%
LKOD-ME	40%	47%	62%	100%	100%	100%
ATAD-ME	40%	55%	86%	100%	100%	100%
SVST-ME	40%	52%	75%	100%	100%	100%
MGNT-ME	40%	52%	77%	100%	100%	100%
MMK-ME	47%	66%	95%	100%	100%	100%
MTSS-ME	40%	50%	71%	100%	100%	100%
OGZD	40%	49%	67%	100%	100%	100%
RTKM-ME	40%	55%	86%	100%	100%	100%
ROSN-ME	40%	52%	75%	100%	100%	100%
SBER-ME	40%	48%	65%	100%	100%	100%
SGGD-ME	40%	54%	83%	100%	100%	100%
VTBR-ME	40%	54%	83%	100%	100%	100%

Ticker	Current market risk rates			New market risk rates from 22.04.2022
Ticker	S_1_min	S_2_min	S_1_min	S_2_min	S_1_min	S_2_min
NLMK-ME	40%	54%	83%	100%	100%	100%
MNOD-ME	40%	44%	51%	100%	100%	100%
NVTK-ME	40%	48%	65%	100%	100%	100%