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01 November 2022

CCP NCC changes the following risk parameters on Securities market starting from November 02, 2022 :

№ Ticker Current market risk rates, % New market risk rates, %
Level 1,
S1_min		 Level 2,
S2_min		 Level 3,
S3_min		 Level 1,
S1_min		 Level 2,
S2_min		 Level 3,
S3_min
1 RU000A102L53 27% 30% 60% 32% 35% 60%
2 RU000A0JXRM6 39% 42% 60% 43% 46% 60%
3 RU000A0ZZV86 28% 31% 60% 31% 34% 60%
4 RU000A102D46 35% 38% 60% 38% 41% 60%
5 RU000A0ZZZ58 33% 36% 60% 36% 39% 60%
6 RU000A100YY4 31% 34% 100% 34% 37% 100%
7 RU000A0ZZCH9 30% 37% 100% 32% 35% 100%
8 RU000A0ZZNW5 31% 34% 60% 33% 36% 60%
9 RU000A1018T2 37% 40% 60% 39% 42% 60%
10 RU000A102L87 35% 38% 60% 37% 40% 60%
11 RU000A102K13 32% 35% 60% 34% 37% 60%