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12 September 2024

CCP NCC sets the following risk parameters on Securities market starting from September 13rd, 2024:

1. Collateral:

 

№ Торговый код Current collateral Collateral
from 13.09.2024 г.
1 RU000A101988 No Yes
2 RU000A101WL3 No Yes
3 RU000A102CR0 No Yes
4 RU000A102G35 No Yes
5 RU000A105KQ8 No Yes
6 RU000A105TP1 No Yes
7 RU000A1005H4 No Yes
8 RU000A100AN7 No Yes
9 RU000A101228 No Yes
10 RU000A101XS6 No Yes
11 RU000A105NK5 No Yes
12 RU000A0ZZZ17 No Yes
13 RU000A103QQ0 No Yes
14 RU000A107AG6 No Yes






 

2. Market risk rates

№ Торговый код Current market risk rates, % Market risk rates from 13.09.2024
S1_min S2_min S3_min S1_min S2_min S3_min
1 RU000A101988 6% 9% 12% 5.0% 8.0% 11.0%
2 RU000A101WL3 6% 9% 12% 6.0% 9.0% 12.0%
3 RU000A102CR0 9% 12% 15% 6.0% 9.0% 12.0%
4 RU000A102G35 7% 10% 13% 7.0% 10.0% 13.0%
5 RU000A105KQ8 12% 15% 18% 6.0% 9.0% 12.0%
6 RU000A105TP1 12% 15% 18% 7.0% 10.0% 13.0%
7 RU000A1005H4 8% 11% 14% 7.5% 10.5% 13.5%
8 RU000A100AN7 8% 11% 14% 6.0% 9.0% 12.0%
9 RU000A101228 6% 9% 12% 5.0% 8.0% 11.0%
10 RU000A101XS6 9% 12% 15% 6.0% 9.0% 12.0%
11 RU000A105NK5 9% 12% 15% 6.0% 9.0% 12.0%
12 RU000A0ZZZ17 11% 14% 17% 6.0% 9.0% 12.0%
13 RU000A103QQ0 13% 27% 40% 9.0% 12.0% 15.0%
14 RU000A107AG6 50% 75% 100% 10.0% 13.0% 16.0%
15 RU000A105Q63 9.0% 12.0% 15.0% 6.0% 9.0% 12.0%
16 RU000A1066A1 11.0% 14.0% 17.0% 7.0% 10.0% 13.0%
17 RU000A1012B3 8.0% 11.0% 14.0% 6.0% 9.0% 12.0%
18 RU000A100XP4 6.0% 9.0% 12.0% 5.0% 8.0% 11.0%
19 RU000A100NS9 9.0% 12.0% 15.0% 6.0% 9.0% 12.0%
20 RU000A100XU4 7.0% 10.0% 13.0% 5.0% 8.0% 11.0%
21 RU000A102K39 8.0% 24.0% 40.0% 5.0% 8.0% 11.0%
22 RU000A103C53 8.0% 11.0% 14.0% 10.0% 25.0% 40.0%
23 RU000A1049Y7 12.0% 15.0% 18.0% 10.0% 13.0% 16.0%
24 RU000A104V26 12.0% 15.0% 18.0% 10.0% 13.0% 16.0%
25 RU000A105HH3 12.0% 15.0% 18.0% 10.0% 13.0% 16.0%
26 RU000A106DP3 13.0% 16.0% 19.0% 8.0% 11.0% 14.0%
27 RU000A1075J3 12.0% 15.0% 18.0% 10.0% 13.0% 16.0%
28 RU000A108C74 13.0% 16.0% 19.0% 10.0% 13.0% 16.0%
29 RU000A100VG7 6.0% 23.0% 40.0% 5.0% 23.0% 40.0%
30 RU000A102986 6.0% 9.0% 12.0% 7.0% 24.0% 40.0%
31 RU000A0JWV89 15.0% 28.0% 40.0% 9.0% 25.0% 40.0%
32 RU000A0JXSS1 13.0% 27.0% 40.0% 11.0% 26.0% 40.0%