NCC | Risk parameters change on Securities market

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04 July 2019 Risk parameters change on Securities market

CCP NCC sets the following Market risk rates on Securities market starting from July 10, 2019:

Asset	Current market risk rates			New market risk rates
Asset	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min
RU000A0JR4J2	12%	15%	18%	40%	43%	46%
RU000A0JT2K2	7%	10%	13%	40%	43%	46%