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13 February 2019 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 18, 2019:
|
№ |
Ticker |
Current market risk rates |
New market risk rates |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
RU000A0JUUA1 |
7% |
10% |
13% |
14% |
17% |
20% |
|
|
2 |
RU000A0JW9G0 |
7% |
10% |
13% |
14% |
17% |
20% |
|
|
3 |
RU000A0JR4J2 |
7% |
10% |
13% |
12% |
15% |
18% |
|
|
4 |
RU000A0JS918 |
7% |
10% |
13% |
12% |
15% |
18% |
|
|
5 |
RU000A0JX2M2 |
12% |
15% |
18% |
15% |
18% |
21% |
|
|
6 |
RU000A0JS8Z8 |
7% |
10% |
13% |
10% |
13% |
16% |
|
|
7 |
RU000A0JUQE1 |
7% |
10% |
13% |
10% |
13% |
16% |
|
|
8 |
RU000A0JWHT4 |
7% |
11% |
15% |
8% |
12% |
16% |
|
|
9 |
RU000A0JWM31 |
7% |
10% |
13% |
8% |
11% |
14% |
|
|
10 |
RU000A0JX0P9 |
7% |
10% |
13% |
8% |
11% |
14% |
|
|
11 |
RU000A0ZYJR6 |
7% |
10% |
13% |
8% |
11% |
14% |
|
|
12 |
RU000A0JV7A8 |
12% |
15% |
18% |
12% |
14% |
16% |
|
|
13 |
XS0643183220 |
15% |
19% |
23% |
13% |
17% |
21% |
|
|
14 |
XS0290580595 |
15% |
20% |
25% |
13% |
18% |
23% |
|
|
15 |
CH0346828400 |
15% |
18% |
21% |
13% |
16% |
19% |
|
|
16 |
XS0743596040 |
15% |
20% |
25% |
13% |
18% |
23% |
|
|
17 |
XS1622146758 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
18 |
RU000A0JXR43 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
19 |
RU000A0ZYR18 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
20 |
XS1691350455 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
21 |
RU000A0JWVC1 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
22 |
RU000A0JX0B9 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
23 |
XS0800817073 |
16% |
21% |
26% |
14% |
19% |
24% |
|
|
24 |
RU000A0ZYC98 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
25 |
RU000A0JXQ28 |
16% |
19% |
22% |
14% |
17% |
20% |
|
|
26 |
RU000A0JT965 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
27 |
RU000A0JT940 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
28 |
XS1298447019 |
17% |
21% |
25% |
15% |
19% |
23% |
|
|
29 |
XS0831571434 |
17% |
22% |
27% |
15% |
20% |
25% |
|
|
30 |
XS0841671000 |
17% |
21% |
25% |
15% |
19% |
23% |
|
|
31 |
XS0830192711 |
17% |
22% |
27% |
15% |
20% |
25% |
|
|
32 |
RU000A0ZYT40 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
33 |
CH0374882816 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
34 |
RU000A0ZYKW4 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
35 |
RU000A0JXQK2 |
18% |
21% |
24% |
16% |
19% |
22% |
|
|
36 |
XS1759801720 |
18% |
21% |
24% |
16% |
19% |
22% |
|
|
37 |
XS1502188375 |
19% |
22% |
25% |
17% |
20% |
23% |
|
|
38 |
RU000A0JXYS9 |
18% |
21% |
24% |
16% |
19% |
22% |
|
|
39 |
RU000A0JV201 |
20% |
23% |
26% |
18% |
21% |
24% |
|
|
40 |
RU000A0ZYLC4 |
21% |
24% |
27% |
19% |
22% |
25% |
|
|
41 |
XS1592279522 |
21% |
24% |
27% |
19% |
22% |
25% |
|
|
42 |
RU000A0JWWW7 |
10% |
13% |
16% |
8% |
11% |
14% |
|
|
43 |
RU000A0ZYKM5 |
10% |
13% |
16% |
8% |
11% |
14% |
|
|
44 |
RU000A0JXHQ8 |
11% |
14% |
17% |
9% |
12% |
15% |
|
|
45 |
RU000A0JTM36 |
11% |
16% |
21% |
9% |
14% |
19% |
|
|
46 |
RU000A0JX5W4 |
11% |
14% |
17% |
9% |
12% |
15% |
|
|
47 |
RU000A0JS5F6 |
11% |
14% |
17% |
9% |
12% |
15% |
|
|
48 |
RU000A0JTTA5 |
11% |
14% |
17% |
9% |
12% |
15% |
|
|
49 |
XS0918297382 |
9% |
13% |
17% |
7% |
11% |
15% |
|
|
50 |
XS0918604496 |
9% |
12% |
15% |
7% |
10% |
13% |
|
|
51 |
XS0922301717 |
9% |
13% |
17% |
7% |
11% |
15% |
|
|
52 |
RU000A0JXRV7 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
53 |
RU000A0JXRN4 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
54 |
RU000A0JXS75 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
55 |
RU000A0JXTQ3 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
56 |
RU000A0JXS59 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
57 |
RU000A0JXTF6 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
58 |
XS0524610812 |
10% |
14% |
18% |
8% |
12% |
16% |
|
|
59 |
RU000A0ZYLH3 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
60 |
RU000A0JWGT6 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
61 |
XS0513723873 |
9% |
13% |
17% |
7% |
11% |
15% |
|
|
62 |
RU000A0JWNK1 |
12% |
15% |
18% |
10% |
13% |
16% |
|
|
63 |
RU000A0JUUU9 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
64 |
RU000A0ZYAE3 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
65 |
XS0972645112 |
11% |
16% |
21% |
9% |
14% |
19% |
|
|
66 |
XS0548633659 |
11% |
15% |
19% |
9% |
13% |
17% |
|
|
67 |
RU000A0ZYB73 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
68 |
RU000A0JS8Y1 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
69 |
RU000A0ZYBG6 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
70 |
RU000A0ZYCQ3 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
71 |
XS1501561739 |
11% |
14% |
17% |
9% |
12% |
15% |
|
|
72 |
XS0555493203 |
11% |
14% |
17% |
9% |
12% |
15% |
|
|
73 |
XS0982861287 |
11% |
16% |
20% |
9% |
14% |
18% |
|
|
74 |
XS0554659671 |
11% |
16% |
20% |
9% |
14% |
18% |
|
|
75 |
RU000A0JXXD3 |
13% |
14% |
15% |
11% |
12% |
13% |
|
|
76 |
RU000A0JXXE1 |
13% |
14% |
15% |
11% |
12% |
13% |
|
|
77 |
XS0708813810 |
12% |
17% |
21% |
10% |
15% |
19% |
|
|
78 |
XS0587031096 |
12% |
17% |
22% |
10% |
15% |
20% |
|
|
79 |
XS0588433267 |
12% |
17% |
21% |
10% |
15% |
19% |
|
|
80 |
XS0638572973 |
13% |
18% |
23% |
11% |
16% |
21% |
|
|
81 |
XS0919581982 |
13% |
18% |
23% |
11% |
16% |
21% |
|
|
82 |
XS1625994022 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
83 |
RU000A0JWNE4 |
13% |
16% |
19% |
11% |
14% |
17% |
|
|
84 |
RU000A0JXMH7 |
14% |
17% |
20% |
12% |
15% |
18% |
|
|
85 |
XS1567051443 |
14% |
17% |
20% |
12% |
15% |
18% |
|
|
86 |
RU000A0JY023 |
14% |
17% |
20% |
12% |
15% |
18% |
|
|
87 |
RU000A0JTS06 |
17% |
20% |
23% |
15% |
18% |
21% |
|
|
88 |
RU000A0ZYX69 |
20% |
23% |
26% |
18% |
21% |
24% |
|
|
89 |
RU000A0ZZ1J8 |
20% |
23% |
26% |
18% |
21% |
24% |
|
|
90 |
RU000A0ZYU05 |
23% |
26% |
29% |
21% |
24% |
27% |
|
|
91 |
RU000A0JVYG8 |
15% |
18% |
21% |
12% |
15% |
18% |
|
|
92 |
RU000A0JXT58 |
11% |
14% |
17% |
8% |
11% |
14% |
|
|
93 |
RU000A0ZZ083 |
11% |
14% |
17% |
8% |
11% |
14% |
|
|
94 |
RU000A0JVWB3 |
12% |
15% |
18% |
9% |
12% |
15% |
|
|
95 |
XS0906946008 |
9% |
14% |
19% |
6% |
11% |
16% |
|
|
96 |
RU000A0JVFJ1 |
12% |
15% |
18% |
9% |
12% |
15% |
|
|
97 |
RU000A0JV789 |
15% |
17% |
19% |
12% |
14% |
16% |
|
|
98 |
RU000A0JV763 |
15% |
17% |
19% |
12% |
14% |
16% |
|
|
99 |
RU000A0JV7C4 |
15% |
17% |
19% |
12% |
14% |
16% |
|
|
100 |
RU000A0JV7B6 |
15% |
17% |
19% |
12% |
14% |
16% |
|
|
101 |
RU000A0JV797 |
15% |
17% |
19% |
12% |
14% |
16% |
|
|
102 |
RU000A0JV7D2 |
15% |
17% |
19% |
12% |
14% |
16% |
|
|
103 |
RU000A0JV1Y1 |
20% |
23% |
26% |
17% |
20% |
23% |
|
|
104 |
RU000A0ZYVU5 |
20% |
23% |
26% |
17% |
20% |
23% |
|
|
105 |
RU000A0JXP45 |
13% |
16% |
19% |
10% |
13% |
16% |
|
|
106 |
RU000A0JXQD7 |
14% |
17% |
20% |
11% |
14% |
17% |
|
|
107 |
XS1038646078 |
13% |
18% |
23% |
10% |
15% |
20% |
|
|
108 |
XS1599428726 |
17% |
20% |
23% |
13% |
16% |
19% |
|
|
109 |
XS1752568144 |
31% |
34% |
37% |
16% |
19% |
22% |
|