News

CCP NCC sets the following risk parameters on Securities market starting from July 22, 2019:

Market risk rates

 

Asset

New market risk rates

Current market risk rates

 
 

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

 

XS0830192711

18%

21%

24%

15%

20%

25%

 

XS0997544860

22%

25%

28%

19%

24%

29%

 

RU000A0JWPW1

19%

22%

25%

17%

20%

23%

 

RU000A0JWS92

18%

21%

24%

15%

20%

25%

 

RU000A0JWVC1

18%

21%

24%

14%

17%

20%

 

RU000A0JXC24

21%

24%

27%

18%

21%

24%

 

RU000A0JXM97

14%

17%

20%

13%

16%

19%

 

RU000A0ZYUS1

17%

20%

23%

14%

17%

20%

 

RU000A0ZZ349

16%

19%

22%

14%

17%

20%