News

CCP NCC is changing stress collateral scenarios on Securities market for the following instruments starting from March 5, 2019:

 

ISIN

Current scen_Up value

New scen_Up value

Current scen_Down value

New scen_Down value

RU000A0JS5E9

5.0%

0.0%

5.0%

0.0%

RU000A0JS5F6

5.0%

0.0%

5.0%

0.0%

RU000A0JS5M2

5.0%

0.0%

5.0%

0.0%

RU000A0JXT58

5.0%

1.5%

5.0%

1.5%

RU000A0JWC82

5.0%

1.5%

5.0%

1.5%

RU000A0JTU85

5.0%

1.5%

5.0%

1.5%

RU000A0JQXG0

5.0%

1.5%

5.0%

1.5%

RU000A0JS6M0

5.0%

1.5%

5.0%

1.5%

RU000A0JX355

8.0%

5.0%

8.0%

5.0%

RU000A0JT965

8.0%

5.0%

8.0%

5.0%

RU000A0JT940

8.0%

5.0%

8.0%

5.0%

RU000A0JWRE5

8.0%

5.0%

8.0%

5.0%

RU000A0JWRF2

8.0%

5.0%

8.0%

5.0%

RU000A0JWUX9

8.0%

5.0%

8.0%

5.0%

RU000A0JUV81

8.0%

5.0%

8.0%

5.0%

RU000A0JUJG1

8.0%

5.0%

8.0%

5.0%

RU000A0JWUE9

8.0%

5.0%

8.0%

5.0%

RU000A0ZYEE5

8.0%

5.0%

8.0%

5.0%

RU000A0JWZT6

8.0%

5.0%

8.0%

5.0%

RU000A0JW1K9

8.0%

5.0%

8.0%

5.0%

RU000A0JX215

8.0%

5.0%

8.0%

5.0%

RU000A0JWLD0

8.0%

5.0%

8.0%

5.0%

RU000A0JXEV5

8.0%

5.0%

8.0%

5.0%

RU000A0ZYUS1

8.0%

5.0%

8.0%

5.0%

RU000A0ZYXJ4

8.0%

5.0%

8.0%

5.0%

RU000A0ZZBN9

8.0%

5.0%

8.0%

5.0%

RU000A0JWXF0

8.0%

5.0%

8.0%

5.0%

RU000A0ZYRX7

8.0%

5.0%

8.0%

5.0%

RU000A0ZYRY5

8.0%

5.0%

8.0%

5.0%

RU000A0JXNF9

8.0%

5.0%

8.0%

5.0%

RU000A0JXPN8

8.0%

5.0%

8.0%

5.0%

RU000A0JXR50

8.0%

5.0%

8.0%

5.0%

RU000A0ZYBD3

8.0%

5.0%

8.0%

5.0%

RU000A0ZYPG6

8.0%

5.0%

8.0%

5.0%

RU000A0JWS92

8.0%

5.0%

8.0%

5.0%

RU000A0JVVA7

8.0%

5.0%

8.0%

5.0%

RU000A0JNYN1

8.0%

5.0%

8.0%

5.0%

RU000A0JWVC1

8.0%

5.0%

8.0%

5.0%

RU000A0JX0B9

8.0%

5.0%

8.0%

5.0%

RU000A0JUW23

8.0%

5.0%

8.0%

5.0%

RU000A0ZYR18

8.0%

5.0%

8.0%

5.0%

XS1691350455

8.0%

5.0%

8.0%

5.0%

RU000A0JXQ28

8.0%

5.0%

8.0%

5.0%

RU000A0JXR43

8.0%

5.0%

8.0%

5.0%

RU000A0ZYC98

8.0%

5.0%

8.0%

5.0%

RU000A0JW1G7

8.0%

5.0%

8.0%

5.0%

RU000A0ZYDS7

8.0%

5.0%

8.0%

5.0%

RU000A0ZYDH0

8.0%

5.0%

8.0%

5.0%

RU000A0ZYFC6

8.0%

5.0%

8.0%

5.0%

RU000A0ZZQH9

8.0%

5.0%

8.0%

5.0%

RU000A0JWM56

8.0%

5.0%

8.0%

5.0%

RU000A0ZYG52

8.0%

5.0%

8.0%

5.0%

RU000A0JXT41

8.0%

5.0%

8.0%

5.0%

SU26217RMFS8

8.0%

5.0%

8.0%

5.0%

SU25083RMFS5

8.0%

5.0%

8.0%

5.0%

SU26209RMFS5

8.0%

5.0%

8.0%

5.0%

RU000A0JXXD3

5.0%

3.0%

5.0%

3.0%

RU000A0JXXE1

5.0%

3.0%

5.0%

3.0%

RU000A0JVWB3

5.0%

3.0%

5.0%

3.0%

RU000A0JRVN8

5.0%

3.0%

5.0%

3.0%

RU000A0JR5F7

5.0%

3.0%

5.0%

3.0%

RU000A0JVFJ1

5.0%

3.0%

5.0%

3.0%

RU000A0JXS75

5.0%

3.0%

5.0%

3.0%

RU000A0JXRV7

5.0%

3.0%

5.0%

3.0%

RU000A0JXRN4

5.0%

3.0%

5.0%

3.0%

RU000A0JXS59

5.0%

3.0%

5.0%

3.0%

RU000A0JXTF6

5.0%

3.0%

5.0%

3.0%

RU000A0JXTQ3

5.0%

3.0%

5.0%

3.0%

RU000A0ZYLH3

5.0%

3.0%

5.0%

3.0%

RU000A0JWNK1

5.0%

3.0%

5.0%

3.0%

RU000A0JWGT6

5.0%

3.0%

5.0%

3.0%

RU000A0JVQA7

5.0%

3.0%

5.0%

3.0%

RU000A0JR1Y7

5.0%

3.0%

5.0%

3.0%

RU000A0JR209

5.0%

3.0%

5.0%

3.0%

RU000A0JR217

5.0%

3.0%

5.0%

3.0%

RU000A0JUUU9

5.0%

3.0%

5.0%

3.0%

RU000A0ZYAE3

5.0%

3.0%

5.0%

3.0%

RU000A0JXMQ8

5.0%

3.0%

5.0%

3.0%

RU000A0ZYB73

5.0%

3.0%

5.0%

3.0%

RU000A0ZYBG6

5.0%

3.0%

5.0%

3.0%

RU000A0JS900

5.0%

3.0%

5.0%

3.0%

RU000A0ZYCQ3

5.0%

3.0%

5.0%

3.0%

RU000A0JXP45

5.0%

3.0%

5.0%

3.0%

RU000A0JR1Z4

5.0%

3.0%

5.0%

3.0%

RU000A0JXQD7

5.0%

3.0%

5.0%

3.0%

RU000A0JUG98

5.0%

3.0%

5.0%

3.0%

RU000A0JX009

5.0%

3.0%

5.0%

3.0%

RU000A0JVUP7

5.0%

3.0%

5.0%

3.0%

RU000A0JXRS3

5.0%

3.0%

5.0%

3.0%

RU000A0JWTH4

5.0%

3.0%

5.0%

3.0%

RU000A0JR3L0

5.0%

3.0%

5.0%

3.0%

RU000A0ZYHK5

5.0%

3.0%

5.0%

3.0%

RU000A0ZYHH1

5.0%

3.0%

5.0%

3.0%

RU000A0ZYBS1

5.0%

3.0%

5.0%

3.0%

RU000A0ZYJ42

5.0%

3.0%

5.0%

3.0%

RU000A0ZYM05

5.0%

3.0%

5.0%

3.0%

RU000A0JWUV3

5.0%

3.0%

5.0%

3.0%

RU000A0JWBF6

5.0%

3.0%

5.0%

3.0%

RU000A0JWBE9

5.0%

3.0%

5.0%

3.0%

RU000A0JWBK6

5.0%

3.0%

5.0%

3.0%

RU000A0ZYDQ1

5.0%

3.0%

5.0%

3.0%

RU000A0ZYTM6

5.0%

3.0%

5.0%

3.0%

RU000A0JXM97

5.0%

3.0%

5.0%

3.0%

RU000A0JXMH7

5.0%

3.0%

5.0%

3.0%

RU000A0JXMP0

5.0%

3.0%

5.0%

3.0%

RU000A0ZYU21

5.0%

3.0%

5.0%

3.0%

RU000A0JWEB9

5.0%

3.0%

5.0%

3.0%

RU000A0ZZRR6

5.0%

3.0%

5.0%

3.0%

RU000A0JXRD5

5.0%

3.0%

5.0%

3.0%

RU000A0JXRW5

5.0%

3.0%

5.0%

3.0%

RU000A0ZYML3

5.0%

3.0%

5.0%

3.0%

RU000A0JVMD0

5.0%

3.0%

5.0%

3.0%

RU000A0JXU71

5.0%

3.0%

5.0%

3.0%

RU000A0JVM99

5.0%

3.0%

5.0%

3.0%

RU000A0JXUC1

5.0%

3.0%

5.0%

3.0%

RU000A0JRL96

5.0%

3.0%

5.0%

3.0%

RU000A0JWST1

5.0%

3.0%

5.0%

3.0%

RU000A0ZYBT9

7.0%

5.0%

7.0%

5.0%

RU000A0ZYX69

10.0%

8.0%

10.0%

8.0%

RU000A0ZZ1J8

10.0%

8.0%

10.0%

8.0%

RU000A0ZYHX8

10.0%

8.0%

10.0%

8.0%

RU000A0ZYLC4

10.0%

8.0%

10.0%

8.0%

RU000A0ZYUY9

10.0%

8.0%

10.0%

8.0%

RU000A0ZYUW3

10.0%

8.0%

10.0%

8.0%

RU000A0ZYUV5

10.0%

8.0%

10.0%

8.0%

RU000A0ZYV04

10.0%

8.0%

10.0%

8.0%

RU000A0ZYWY5

10.0%

8.0%

10.0%

8.0%

RU000A0JXR84

10.0%

8.0%

10.0%

8.0%

RU000A0ZZES2

10.0%

8.0%

10.0%

8.0%

RU000A0ZZET0

10.0%

8.0%

10.0%

8.0%

RU000A0ZYDD9

10.0%

8.0%

10.0%

8.0%

SU26214RMFS5

5.0%

3.0%

5.0%

3.0%

SU46018RMFS6

5.0%

3.0%

5.0%

3.0%

SU26205RMFS3

5.0%

3.0%

5.0%

3.0%

XS0863439161

3.0%

1.5%

3.0%

1.5%

RU000A0JW9R7

3.0%

1.5%

3.0%

1.5%

RU000A0JWBN0

3.0%

1.5%

3.0%

1.5%

XS0764253455

3.0%

1.5%

3.0%

1.5%

RU000A0JWCB3

3.0%

1.5%

3.0%

1.5%

RU000A0JVUL6

3.0%

1.5%

3.0%

1.5%

RU000A0JT874

3.0%

1.5%

3.0%

1.5%

RU000A0JS7H8

3.0%

1.5%

3.0%

1.5%

RU000A0JWDU1

3.0%

1.5%

3.0%

1.5%

RU000A0JVUY9

3.0%

1.5%

3.0%

1.5%

RU000A0JWE56

3.0%

1.5%

3.0%

1.5%

RU000A0JWEZ8

3.0%

1.5%

3.0%

1.5%

RU000A0JWG05

3.0%

1.5%

3.0%

1.5%

RU000A0JWG96

3.0%

1.5%

3.0%

1.5%

RU000A0JWGG3

3.0%

1.5%

3.0%

1.5%

RU000A0JQ5Q5

3.0%

1.5%

3.0%

1.5%

RU000A0JWGS8

3.0%

1.5%

3.0%

1.5%

RU000A0JUMJ9

3.0%

1.5%

3.0%

1.5%

RU000A0JWGV2

3.0%

1.5%

3.0%

1.5%

RU000A0JWH46

3.0%

1.5%

3.0%

1.5%

RU000A0JRZK5

3.0%

1.5%

3.0%

1.5%

RU000A0JWK41

3.0%

1.5%

3.0%

1.5%

RU000A0JWKN1

3.0%

1.5%

3.0%

1.5%

RU000A0JWL32

3.0%

1.5%

3.0%

1.5%

RU000A0JVKK9

3.0%

1.5%

3.0%

1.5%

RU000A0JQ7X7

3.0%

1.5%

3.0%

1.5%

RU000A0JWNB0

3.0%

1.5%

3.0%

1.5%

RU000A0JWNJ3

3.0%

1.5%

3.0%

1.5%

RU000A0JVS10

3.0%

1.5%

3.0%

1.5%

RU000A0JWNV8

3.0%

1.5%

3.0%

1.5%

RU000A0JW5J2

3.0%

1.5%

3.0%

1.5%

RU000A0JV987

3.0%

1.5%

3.0%

1.5%

RU000A0JUU90

3.0%

1.5%

3.0%

1.5%

RU000A0JVA10

3.0%

1.5%

3.0%

1.5%

RU000A0JWTL6

3.0%

1.5%

3.0%

1.5%

RU000A0JWTN2

3.0%

1.5%

3.0%

1.5%

RU000A0JT2K2

3.0%

1.5%

3.0%

1.5%

RU000A0JWUD1

3.0%

1.5%

3.0%

1.5%

RU000A0JQCR1

3.0%

1.5%

3.0%

1.5%

RU000A0JWUB5

3.0%

1.5%

3.0%

1.5%

RU000A0JUW31

3.0%

1.5%

3.0%

1.5%

RU000A0JUW72

3.0%

1.5%

3.0%

1.5%

RU000A0JUWB5

3.0%

1.5%

3.0%

1.5%

RU000A0JRUY7

3.0%

1.5%

3.0%

1.5%

RU000A0JWWW7

3.0%

1.5%

3.0%

1.5%

RU000A0JRV52

3.0%

1.5%

3.0%

1.5%

RU000A0JVL33

3.0%

1.5%

3.0%

1.5%

RU000A0JXRP9

3.0%

1.5%

3.0%

1.5%

RU000A0JX1S1

3.0%

1.5%

3.0%

1.5%

RU000A0ZYKM5

3.0%

1.5%

3.0%

1.5%

RU000A0JVEH8

3.0%

1.5%

3.0%

1.5%

RU000A0JX2R1

3.0%

1.5%

3.0%

1.5%

RU000A0JX2F6

3.0%

1.5%

3.0%

1.5%

RU000A0JX2D1

3.0%

1.5%

3.0%

1.5%

RU000A0JTKA4

3.0%

1.5%

3.0%

1.5%

RU000A0JX5W4

3.0%

1.5%

3.0%

1.5%

RU000A0ZZDB0

3.0%

1.5%

3.0%

1.5%

RU000A0JQS09

3.0%

1.5%

3.0%

1.5%

RU000A0JQS74

3.0%

1.5%

3.0%

1.5%

RU000A0JTM36

3.0%

1.5%

3.0%

1.5%

RU000A0JXJS0

3.0%

1.5%

3.0%

1.5%

RU000A0JS488

3.0%

1.5%

3.0%

1.5%

RU000A0ZZ083

3.0%

1.5%

3.0%

1.5%

RU000A0JVPR3

3.0%

1.5%

3.0%

1.5%

RU000A0JVW71

3.0%

1.5%

3.0%

1.5%

SU26208RMFS7

3.0%

1.5%

3.0%

1.5%

SU26216RMFS0

3.0%

1.5%

3.0%

1.5%

SU26210RMFS3

3.0%

1.5%

3.0%

1.5%

RU000A0JUCS1

2.5%

1.5%

2.5%

1.5%

RU000A0JXHQ8

2.5%

1.5%

2.5%

1.5%

RU000A0ZYYN4

7.5%

7.0%

7.5%

5.0%

XS0918604496

5.0%

5.0%

5.0%

3.0%

XS0808638612

5.0%

5.0%

5.0%

3.0%

XS0848137708

5.0%

7.0%

3.0%

5.0%

XS0971721450

6.8%

7.0%

4.8%

5.0%

RU000A0JWHA4

6.8%

7.0%

4.8%

5.0%

XS0088543193

6.8%

7.0%

4.8%

5.0%

RU000A0JXTS9

6.8%

7.0%

4.8%

5.0%

SU26222RMFS8

7.0%

8.0%

7.0%

8.0%

RU000A0JUQE1

1.5%

3.0%

1.5%

3.0%

RU000A0JS8Z8

1.5%

3.0%

1.5%

3.0%

RU000A0JS8Y1

1.5%

3.0%

1.5%

3.0%

RU000A0JT7M7

1.5%

3.0%

1.5%

3.0%

RU000A0JR4J2

1.5%

3.0%

1.5%

3.0%

RU000A0JUKX4

1.5%

3.0%

1.5%

3.0%

RU000A0JVYP9

1.5%

3.0%

1.5%

3.0%

RU000A0JVYN4

1.5%

3.0%

1.5%

3.0%

RU000A0JU1Q8

1.5%

3.0%

1.5%

3.0%

RU000A0JR878

1.5%

3.0%

1.5%

3.0%

RU000A0JS5R1

1.5%

3.0%

1.5%

3.0%

RU000A0JREX3

1.5%

3.0%

1.5%

3.0%

RU000A0JREZ8

1.5%

3.0%

1.5%

3.0%

RU000A0JREW5

1.5%

3.0%

1.5%

3.0%

RU000A0JWC74

1.5%

3.0%

1.5%

3.0%

RU000A0JS918

1.5%

3.0%

1.5%

3.0%

RU000A0JV0U1

1.5%

3.0%

1.5%

3.0%

RU000A0JV276

1.5%

3.0%

1.5%

3.0%

RU000A0JV292

1.5%

3.0%

1.5%

3.0%

RU000A0JV2A9

1.5%

3.0%

1.5%

3.0%

XS1043519567

5.0%

7.0%

3.0%

5.0%

XS1043520144

5.0%

7.0%

3.0%

5.0%

XS0424860947

5.0%

7.0%

3.0%

5.0%

XS1084024584

5.0%

7.0%

3.0%

5.0%

XS1040726587

5.0%

7.0%

3.0%

5.0%

XS0783934325

5.0%

7.0%

3.0%

5.0%

XS0461926569

5.0%

7.0%

3.0%

5.0%

XS1082459568

5.0%

7.0%

3.0%

5.0%

RU000A0JUFE4

5.0%

7.0%

3.0%

5.0%

RU000A0JUFF1

5.0%

7.0%

3.0%

5.0%

RU000A0JUFG9

5.0%

7.0%

3.0%

5.0%

RU000A0JUFH7

5.0%

7.0%

3.0%

5.0%

RU000A0JR6S8

8.0%

10.0%

8.0%

10.0%

RU000A0ZZX19

2.0%

5.0%

2.0%

5.0%

RU000A0ZZXM5

2.0%

5.0%

2.0%

5.0%

XS0906946008

2.0%

5.0%

2.0%

3.0%

XS0918297382

2.0%

5.0%

2.0%

3.0%

XS0922301717

2.0%

5.0%

2.0%

3.0%

XS0513723873

2.0%

5.0%

2.0%

3.0%

XS0972645112

2.0%

5.0%

2.0%

3.0%

XS1501561739

2.0%

5.0%

2.0%

3.0%

XS0555493203

2.0%

5.0%

2.0%

3.0%

XS0982861287

2.0%

5.0%

2.0%

3.0%

XS0554659671

2.0%

5.0%

2.0%

3.0%

XS1319822752

2.0%

5.0%

2.0%

3.0%

XS0708813810

2.0%

5.0%

2.0%

3.0%

XS0587031096

2.0%

5.0%

2.0%

3.0%

XS0588433267

2.0%

5.0%

2.0%

3.0%

XS1038646078

2.0%

5.0%

2.0%

3.0%

XS0620695204

2.0%

5.0%

2.0%

3.0%

XS0114288789

4.0%

7.0%

2.0%

5.0%

RU000A0JWPA7

1.5%

5.0%

1.5%

5.0%

RU000A0JUUA1

1.5%

5.0%

1.5%

5.0%

RU000A0JW9G0

1.5%

5.0%

1.5%

5.0%

RU000A0JUAD7

1.5%

5.0%

1.5%

5.0%

RU000A0JT6J5

1.5%

5.0%

1.5%

5.0%

XS0484209159

2.0%

7.0%

2.0%

5.0%

XS0885733153

2.0%

7.0%

2.0%

5.0%

RU000A0ZZVE6

2.0%

3.0%

2.0%

3.0%

RU000A0JTLL9

1.5%

8.0%

1.5%

8.0%

RU000A0JTLJ3

1.5%

8.0%

1.5%

8.0%

RU000A0JTM28

1.5%

8.0%

1.5%

8.0%

RU000A0JTMG7

1.5%

8.0%

1.5%

8.0%

RU000A0JTMK9

1.5%

8.0%

1.5%

8.0%

RU000A0JTS22

1.5%

8.0%

1.5%

8.0%

RU000A0JTYL2

1.5%

8.0%

1.5%

8.0%

RU000A0JTYM0

1.5%

8.0%

1.5%

8.0%

RU000A0JTYN8

1.5%

8.0%

1.5%

8.0%

RU000A0JV1X3

1.5%

8.0%

1.5%

8.0%

RU000A0JV219

1.5%

8.0%

1.5%

8.0%

RU000A0JV201

1.5%

8.0%

1.5%

8.0%

RU000A0JV227

1.5%

8.0%

1.5%

8.0%

RU000A0JV235

1.5%

8.0%

1.5%

8.0%

RU000A0JV243

1.5%

8.0%

1.5%

8.0%

RU000A0JV250

1.5%

8.0%

1.5%

8.0%

RU000A0JVFC6

1.5%

8.0%

1.5%

8.0%

RU000A0JV268

1.5%

8.0%

1.5%

8.0%