News

NCC Clearing Bank is changing Securities market risk parameters starting from August 01, 2017 according to the tables below.

Spread ID

Interproduct spread

OFZ 1

57%

OFZ 2

44%

OFZ 1-2

43%

OFZ 3

56%

AIZK_1

50%

AIZK_2

61%

DELTA_ALL

51%

DELTA_1

52%

DELTA_2

58%

FEES_ALL

50%

FEES_1

50%

FEES_2

60%

RSHB_2

61%

RZD_ALL

55%

RZD_2

55%

VEB_ALL

50%

VEB_1

50%

VEB_2

61%