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15 August 2018 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from August 20, 2018:
|
№ |
Ticker |
Current IM rates |
New IM rates |
|||||
|
S_2_min |
S_3_min |
S_2_min |
S_3_min |
S_2_min |
S_3_min |
|||
|
1 |
RU000A0JT403 |
12% |
15% |
18% |
8% |
11% |
14% |
|
|
2 |
RU000A0JUCR3 |
11% |
16% |
20% |
8% |
13% |
17% |
|
|
3 |
RU000A0JUCS1 |
11% |
16% |
20% |
8% |
13% |
17% |
|
|
4 |
XS0484209159 |
11% |
14% |
17% |
8% |
11% |
14% |
|
|
5 |
SU25083RMFS5 |
8% |
9% |
10% |
5% |
6% |
7% |
|
|
6 |
RU000A0JWNB0 |
11% |
14% |
17% |
8% |
11% |
14% |
|
|
7 |
RU000A0ZYLG5 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
8 |
RU000A0JRLE8 |
10% |
13% |
16% |
8% |
11% |
14% |
|
|
9 |
RU000A0JRMB2 |
10% |
13% |
16% |
8% |
11% |
14% |
|
|
10 |
RU000A0JUU90 |
10% |
13% |
16% |
8% |
11% |
14% |
|
|
11 |
RU000A0JRMC0 |
10% |
13% |
16% |
8% |
11% |
14% |
|
|
12 |
RU000A0JPLU8 |
9% |
13% |
17% |
13% |
16% |
19% |
|
|
13 |
RU000A0JU1Q8 |
7% |
10% |
13% |
13% |
16% |
19% |
|
|
14 |
RU000A0JWPA7 |
7% |
10% |
13% |
14% |
17% |
20% |
|
|
15 |
RU000A0JTYL2 |
8% |
13% |
17% |
40% |
43% |
46% |
|
|
16 |
RU000A0JTYM0 |
8% |
11% |
14% |
40% |
43% |
46% |
|
|
17 |
RU000A0JTYN8 |
8% |
13% |
17% |
40% |
43% |
46% |
|