According to the CCP NCC decision for the following bonds that are accepted as collateral from June 1, 2020, market risk rates will remain unchanged:
№
Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
1
RU000A0JWHU2
RZD BO-17
27%
30%
33%
2
RU000A0JWK90
Transneft BO-01-001P
15%
18%
21%
