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
XS0830192711
18%
21%
24%
15%
20%
25%
XS0997544860
22%
28%
19%
29%
RU000A0JWPW1
17%
23%
RU000A0JWS92
RU000A0JWVC1
14%
RU000A0JXC24
27%
RU000A0JXM97
13%
16%
RU000A0ZYUS1
RU000A0ZZ349