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If the market volatility does not significantly increase, CCP NCC will set the following risk parameters (listed in the tables below):
- on the FX and precious metals market from December 29, 2020 through January 8, 2021;
- on the Derivatives market and Standardized OTC Derivatives market from 7:00 pm December 28, 2020 till 7:00 pm January 8, 2021;
- on the Securities market:
- assets, excluding foreign shares, from December 29, 2020 through January 8, 2021;
- foreign shares from December 24, 2020 through January 8, 2021.
The FX and Precious Metals, Equity & Bond and Deposit, Derivatives, Standardized OTC Derivatives Markets will operate as usual on January 4-6 and 8, 2021. NCC will carry out clearing mark-to-market sessions and issue margin calls which are to be fulfilled within the time frames specified in the Clearing Rules.
FX and precious metals market
|
Currency |
Market risk rates from December 29, 2020 through January 8, 2021 |
Market risk rates from January 11, 2021 |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
||
|
1 |
USD |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
2 |
EUR |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
3 |
CNY |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
4 |
HKD |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
5 |
GBP |
9.00% |
11.00% |
13.00% |
7.00% |
9.00% |
11.00% |
|
6 |
CHF |
9.00% |
11.00% |
13.00% |
7.00% |
9.00% |
11.00% |
|
7 |
JPY |
10.00% |
12.00% |
14.00% |
8.00% |
10.00% |
12.00% |
|
8 |
GLD |
10.00% |
16.00% |
23.00% |
8.00% |
14.00% |
21.00% |
|
9 |
SLV |
18.00% |
24.00% |
31.00% |
16.00% |
22.00% |
29.00% |
|
10 |
EURF |
12.00% |
14.00% |
16.00% |
10.00% |
12.00% |
14.00% |
|
11 |
USDF |
12.00% |
14.00% |
16.00% |
10.00% |
12.00% |
14.00% |
|
12 |
USDW |
12.00% |
14.00% |
16.00% |
10.00% |
12.00% |
14.00% |
Cross-currency pairs:
|
Asset |
Effective market risk rates SVal1/Val2 from December 29, 2020 through January 8, 2021 |
Effective market risk rates SVal1/Val2 from January 11, 2021 |
|
|
1 |
EURUSD |
4.5% |
3.5% |
|
2 |
GBPUSD |
6% |
5% |
|
3 |
CHFHKD |
6% |
5% |
|
4 |
GBPHKD |
6% |
5% |
|
5 |
GBPEUR |
6% |
5% |
|
6 |
CHFCNY |
6% |
5% |
|
7 |
GBPCNY |
6% |
5% |
|
8 |
EURCHF |
6% |
5% |
|
9 |
GBPCHF |
6% |
5% |
|
10 |
EURHKD |
5% |
4% |
|
11 |
USDHKD |
5% |
4% |
|
12 |
EURCNY |
5% |
4% |
|
13 |
HKDCNY |
5% |
4% |
|
14 |
USDCNY |
5% |
4% |
|
15 |
USDCHF |
5% |
4% |
|
16 |
USDJPY |
6% |
5% |
|
17 |
EURJPY |
6% |
5% |
|
18 |
GBPJPY |
6% |
5% |
|
19 |
CHFJPY |
6% |
5% |
|
20 |
CNYJPY |
6% |
5% |
|
21 |
HKDJPY |
6% |
5% |
Securities market
Shares, DRs, ETFs:
|
No |
Asset |
Market risk rates from December 29, 2020 through January 8, 2021 |
Market risk rates from January 11, 2021 |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
||
|
1 |
AFLT |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
2 |
ALRS |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
3 |
CHMF |
20.00% |
26.00% |
39.00% |
17.00% |
23.00% |
36.00% |
|
4 |
GAZP |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
5 |
GMKN |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
6 |
HYDR |
20.00% |
26.00% |
39.00% |
17.00% |
23.00% |
36.00% |
|
7 |
LKOH |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
8 |
MAGN |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
9 |
MGNT |
20.00% |
27.00% |
41.00% |
17.00% |
24.00% |
38.00% |
|
10 |
MOEX |
20.00% |
26.00% |
34.00% |
17.00% |
23.00% |
31.00% |
|
11 |
MTSS |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
12 |
NLMK |
20.00% |
27.00% |
41.00% |
17.00% |
24.00% |
38.00% |
|
13 |
NVTK |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
14 |
ROSN |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
15 |
SBER |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
16 |
SBERP |
20.00% |
23.00% |
30.00% |
17.00% |
20.00% |
27.00% |
|
17 |
SNGS |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
18 |
SNGSP |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
19 |
TATN |
20.00% |
27.00% |
40.00% |
17.00% |
24.00% |
37.00% |
|
20 |
TRNFP |
20.00% |
26.00% |
39.00% |
17.00% |
23.00% |
36.00% |
|
21 |
VTBR |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
22 |
YNDX |
20.00% |
25.00% |
35.00% |
17.00% |
22.00% |
32.00% |
|
23 |
FEES |
21.00% |
30.00% |
47.00% |
18.00% |
27.00% |
44.00% |
|
24 |
RSTI |
21.00% |
30.00% |
47.00% |
18.00% |
27.00% |
44.00% |
|
25 |
RTKM |
23.00% |
33.00% |
45.00% |
20.00% |
30.00% |
42.00% |
|
26 |
POLY |
31.00% |
41.00% |
62.00% |
28.00% |
38.00% |
59.00% |
|
27 |
IRAO |
34.00% |
47.00% |
72.00% |
31.00% |
44.00% |
69.00% |
|
28 |
AFKS |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
29 |
BANE |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
30 |
BANEP |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
31 |
BSPB |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
32 |
ENRU |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
33 |
MSNG |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
34 |
OGKB |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
35 |
PHOR |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
36 |
PIKK |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
37 |
PLZL |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
38 |
RTKMP |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
39 |
RUAL |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
40 |
SIBN |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
41 |
TATNP |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
42 |
TGKA |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
43 |
UNAC |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
44 |
UPRO |
38.00% |
53.00% |
63.00% |
35.00% |
50.00% |
60.00% |
|
45 |
CBOM |
39.00% |
54.00% |
83.00% |
36.00% |
51.00% |
80.00% |
|
46 |
AKEU |
29.00% |
42.00% |
100.00% |
27.00% |
40.00% |
100.00% |
|
47 |
AKNX |
30.00% |
41.00% |
100.00% |
28.00% |
39.00% |
100.00% |
|
48 |
AKSP |
29.00% |
41.00% |
100.00% |
27.00% |
39.00% |
100.00% |
|
49 |
FXIT |
23.00% |
44.00% |
72.00% |
21.00% |
42.00% |
70.00% |
|
50 |
FXUS |
23.00% |
44.00% |
72.00% |
21.00% |
42.00% |
70.00% |
|
51 |
FXCN |
27.00% |
52.00% |
72.00% |
25.00% |
50.00% |
70.00% |
|
52 |
FXDE |
27.00% |
52.00% |
72.00% |
25.00% |
50.00% |
70.00% |
|
53 |
SBSP |
23.00% |
31.00% |
100.00% |
21.00% |
29.00% |
100.00% |
|
54 |
SBMX |
23.50% |
35.50% |
100.00% |
22.00% |
34.00% |
100.00% |
|
55 |
FXRL |
27.00% |
52.00% |
72.00% |
25.00% |
50.00% |
70.00% |
|
56 |
RUSE |
27.00% |
52.00% |
100.00% |
25.00% |
50.00% |
100.00% |
|
57 |
FXIM |
23.00% |
44.00% |
72.00% |
21.00% |
42.00% |
70.00% |
|
58 |
VTBA |
31.00% |
42.00% |
100.00% |
29.00% |
40.00% |
100.00% |
|
59 |
VTBE |
30.00% |
42.00% |
100.00% |
28.00% |
40.00% |
100.00% |
|
60 |
VTBX |
23.50% |
35.50% |
100.00% |
22.00% |
34.00% |
100.00% |
|
61 |
FXRW |
21.00% |
30.00% |
100.00% |
19.00% |
28.00% |
100.00% |
|
62 |
FXWO |
20.00% |
28.00% |
100.00% |
18.00% |
26.00% |
100.00% |
|
63 |
RUSB |
32.00% |
52.00% |
100.00% |
30.00% |
50.00% |
100.00% |
|
64 |
FXMM |
12.50% |
18.50% |
71.50% |
11.00% |
17.00% |
70.00% |
|
65 |
FXRB |
13.50% |
20.50% |
71.50% |
12.00% |
19.00% |
70.00% |
|
66 |
FXRU |
13.50% |
20.50% |
71.50% |
12.00% |
19.00% |
70.00% |
|
67 |
FXTB |
11.50% |
16.50% |
100.00% |
10.00% |
15.00% |
100.00% |
|
68 |
VTBH |
27.50% |
37.50% |
100.00% |
26.00% |
36.00% |
100.00% |
|
69 |
VTBU |
37.50% |
47.50% |
100.00% |
36.00% |
46.00% |
100.00% |
|
70 |
SBCB |
31.50% |
36.50% |
100.00% |
30.00% |
35.00% |
100.00% |
|
71 |
VTBG |
31.00% |
42.00% |
100.00% |
27.00% |
38.00% |
100.00% |
|
72 |
FXGD |
19.00% |
29.00% |
74.00% |
15.00% |
25.00% |
70.00% |
|
73 |
MNOD-ME |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
74 |
LKOD-ME |
21.00% |
28.00% |
43.00% |
18.00% |
25.00% |
40.00% |
|
75 |
NVTK-ME |
23.00% |
31.00% |
48.00% |
20.00% |
28.00% |
45.00% |
|
76 |
SBER-ME |
23.00% |
31.00% |
48.00% |
20.00% |
28.00% |
45.00% |
|
77 |
OGZD |
25.00% |
34.00% |
52.00% |
22.00% |
31.00% |
49.00% |
|
78 |
MTSS-ME |
28.00% |
38.00% |
59.00% |
25.00% |
35.00% |
56.00% |
|
79 |
ROSN-ME |
31.00% |
43.00% |
66.00% |
28.00% |
40.00% |
63.00% |
|
80 |
SVST-ME |
31.00% |
43.00% |
66.00% |
28.00% |
40.00% |
63.00% |
|
81 |
MGNT-ME |
33.00% |
45.00% |
70.00% |
30.00% |
42.00% |
67.00% |
|
82 |
FIVE |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
83 |
GLTR |
38.00% |
58.00% |
81.00% |
35.00% |
55.00% |
78.00% |
|
84 |
|
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
85 |
NLMK-ME |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
86 |
QIWI |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
87 |
SGGD-ME |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
88 |
TCSG |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
89 |
VTBR-ME |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
90 |
ATAD-ME |
40.00% |
55.00% |
86.00% |
37.00% |
52.00% |
83.00% |
|
91 |
RTKM-ME |
40.00% |
55.00% |
86.00% |
37.00% |
52.00% |
83.00% |
|
92 |
PLZL-ME |
43.00% |
60.00% |
92.00% |
40.00% |
57.00% |
89.00% |
|
93 |
MMK-ME |
50.00% |
69.00% |
98.00% |
47.00% |
66.00% |
95.00% |
Foreign shares:
|
No |
Asset |
Market risk rates from December 24, 2020 through January 8, 2021 |
Market risk rates from January 11, 2021 |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
||
|
1 |
JNJ-RM |
13.50% |
19.50% |
26.50% |
11.00% |
17.00% |
24.00% |
|
2 |
KO-RM |
13.50% |
20.50% |
27.50% |
11.00% |
18.00% |
25.00% |
|
3 |
NEE-RM |
14.50% |
21.50% |
28.50% |
11.00% |
18.00% |
25.00% |
|
4 |
PG-RM |
13.50% |
19.50% |
26.50% |
11.00% |
17.00% |
24.00% |
|
5 |
MCD-RM |
14.50% |
21.50% |
29.50% |
12.00% |
19.00% |
27.00% |
|
6 |
PFE-RM |
15.50% |
22.50% |
30.50% |
12.00% |
19.00% |
27.00% |
|
7 |
T-RM |
15.50% |
22.50% |
30.50% |
12.00% |
19.00% |
27.00% |
|
8 |
WMT-RM |
15.50% |
22.50% |
30.50% |
12.00% |
19.00% |
27.00% |
|
9 |
ABT-RM |
14.50% |
21.50% |
29.50% |
12.00% |
19.00% |
27.00% |
|
10 |
MSFT-RM |
16.50% |
24.50% |
32.50% |
13.00% |
21.00% |
29.00% |
|
11 |
V-RM |
16.50% |
24.50% |
32.50% |
13.00% |
21.00% |
29.00% |
|
12 |
IBM-RM |
16.50% |
23.50% |
32.50% |
13.00% |
20.00% |
29.00% |
|
13 |
AAPL-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
14 |
ADBE-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
15 |
BMY-RM |
18.50% |
26.50% |
35.50% |
14.00% |
22.00% |
31.00% |
|
16 |
DIS-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
17 |
GOOG-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
18 |
INTC-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
19 |
XOM-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
20 |
CAT-RM |
18.50% |
26.50% |
35.50% |
14.00% |
22.00% |
31.00% |
|
21 |
CVX-RM |
18.50% |
25.50% |
34.50% |
14.00% |
21.00% |
30.00% |
|
22 |
NKE-RM |
17.50% |
25.50% |
35.50% |
14.00% |
22.00% |
32.00% |
|
23 |
SBUX-RM |
17.50% |
25.50% |
34.50% |
14.00% |
22.00% |
31.00% |
|
24 |
TGT-RM |
18.50% |
25.50% |
34.50% |
14.00% |
21.00% |
30.00% |
|
25 |
ABBV-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
26 |
ATVI-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
27 |
CSCO-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
28 |
FDX-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
29 |
MA-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
30 |
QCOM-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
31 |
BABA-RM |
19.50% |
28.50% |
38.50% |
15.00% |
24.00% |
34.00% |
|
32 |
AMZN-RM |
19.50% |
28.50% |
39.50% |
16.00% |
25.00% |
36.00% |
|
33 |
AVGO-RM |
20.50% |
29.50% |
40.50% |
16.00% |
25.00% |
36.00% |
|
34 |
EA-RM |
21.50% |
30.50% |
41.50% |
16.00% |
25.00% |
36.00% |
|
35 |
GE-RM |
20.50% |
29.50% |
40.50% |
16.00% |
25.00% |
36.00% |
|
36 |
GM-RM |
20.50% |
29.50% |
40.50% |
16.00% |
25.00% |
36.00% |
|
37 |
PYPL-RM |
19.50% |
28.50% |
39.50% |
16.00% |
25.00% |
36.00% |
|
38 |
CRM-RM |
20.50% |
30.50% |
41.50% |
16.00% |
26.00% |
37.00% |
|
39 |
KHC-RM |
20.50% |
29.50% |
40.50% |
16.00% |
25.00% |
36.00% |
|
40 |
BIIB-RM |
21.50% |
31.50% |
42.50% |
17.00% |
27.00% |
38.00% |
|
41 |
FB-RM |
22.50% |
32.50% |
43.50% |
17.00% |
27.00% |
38.00% |
|
42 |
NEM-RM |
21.50% |
31.50% |
42.50% |
17.00% |
27.00% |
38.00% |
|
43 |
BIDU-RM |
21.50% |
31.50% |
42.50% |
17.00% |
27.00% |
38.00% |
|
44 |
HPQ-RM |
22.50% |
32.50% |
44.50% |
18.00% |
28.00% |
40.00% |
|
45 |
MU-RM |
23.50% |
34.50% |
46.50% |
19.00% |
30.00% |
42.00% |
|
46 |
NVDA-RM |
23.50% |
34.50% |
46.50% |
19.00% |
30.00% |
42.00% |
|
47 |
F-RM |
24.50% |
36.50% |
50.50% |
21.00% |
33.00% |
47.00% |
|
48 |
VTRS-RM |
25.50% |
37.50% |
51.50% |
21.00% |
33.00% |
47.00% |
|
49 |
NFLX-RM |
29.50% |
42.50% |
57.50% |
23.00% |
36.00% |
51.00% |
|
50 |
TSLA-RM |
28.50% |
41.50% |
56.50% |
23.00% |
36.00% |
51.00% |
|
51 |
AMD-RM |
29.50% |
43.50% |
59.50% |
24.00% |
38.00% |
54.00% |
|
52 |
TWTR-RM |
30.50% |
44.50% |
60.50% |
24.00% |
38.00% |
54.00% |
|
53 |
BA-RM |
35.50% |
53.50% |
73.50% |
31.00% |
49.00% |
69.00% |
Bonds:
|
Asset |
Market risk rates from December 29, 2020 through January 8, 2021 |
Market risk rates from January 11, 2021 |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
||
|
1 |
XS1567051443 |
7.50% |
10.50% |
13.50% |
5.00% |
8.00% |
11.00% |
|
2 |
RU000A0JWHA4 |
7.50% |
8.50% |
9.50% |
6.00% |
7.00% |
8.00% |
|
3 |
RU000A0JXTS9 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
4 |
RU000A0ZYYN4 |
7.50% |
8.50% |
9.50% |
6.00% |
7.00% |
8.00% |
|
5 |
RU000A0ZZVE6 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
6 |
RU000A102CK5 |
7.50% |
8.50% |
9.50% |
6.00% |
7.00% |
8.00% |
|
7 |
XS0088543193 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
8 |
XS0114288789 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
9 |
XS0588433267 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
10 |
XS0620695204 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
11 |
XS0708813810 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
12 |
XS0767472458 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
13 |
XS0971721450 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
14 |
XS1038646078 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
15 |
XS1510534677 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
16 |
XS1625994022 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
17 |
XS1632225154 |
7.50% |
10.50% |
13.50% |
6.00% |
9.00% |
12.00% |
|
18 |
CH0205819441 |
7.50% |
10.50% |
13.50% |
7.00% |
10.00% |
13.00% |
|
19 |
XS0290580595 |
7.50% |
10.50% |
13.50% |
7.00% |
10.00% |
13.00% |
|
20 |
XS0861981180 |
7.50% |
10.50% |
13.50% |
7.00% |
10.00% |
13.00% |
|
21 |
XS0919581982 |
7.50% |
12.50% |
17.50% |
7.00% |
12.00% |
17.00% |
|
22 |
XS1405766384 |
7.50% |
10.50% |
13.50% |
7.00% |
10.00% |
13.00% |
|
23 |
XS1449458915 |
7.50% |
10.50% |
13.50% |
7.00% |
10.00% |
13.00% |
|
24 |
RU000A0JWNE4 |
7.50% |
10.50% |
13.50% |
7.00% |
10.00% |
13.00% |
|
25 |
US912810EY02 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
26 |
US912810FB99 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
27 |
US912810FE39 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
28 |
US9128282F67 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
29 |
US9128284V99 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
30 |
US9128287B09 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
31 |
US912828R366 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
32 |
US912828T263 |
13.50% |
16.50% |
19.50% |
12.00% |
15.00% |
18.00% |
|
33 |
US912810QX90 |
26.50% |
29.50% |
32.50% |
25.00% |
28.00% |
31.00% |
|
34 |
US45905U6L39 |
11.50% |
14.50% |
17.50% |
10.00% |
13.00% |
16.00% |
|
35 |
US45905CAA27 |
25.50% |
28.50% |
31.50% |
24.00% |
27.00% |
30.00% |
Derivatives Market
|
No |
Underlying |
Market risk rates from 7:00 pm December 28, 2020 till 7:00 pm January 8, 2021 |
Market risk rates from 7:00 pm January 8, 2021 |
||||
|
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
||
|
1 |
MIX |
11.50% |
17.50% |
23.50% |
10.00% |
16.00% |
22.00% |
|
2 |
MXI |
11.50% |
17.50% |
23.50% |
10.00% |
16.00% |
22.00% |
|
3 |
RTS |
14.00% |
20.00% |
26.00% |
12.00% |
18.00% |
24.00% |
|
4 |
RTSS |
16.50% |
25.50% |
35.50% |
15.00% |
24.00% |
34.00% |
|
5 |
RVI |
40.00% |
55.00% |
84.00% |
35.00% |
50.00% |
79.00% |
|
6 |
AFLT |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
7 |
ALRS |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
8 |
CHMF |
20.00% |
26.00% |
39.00% |
17.00% |
23.00% |
36.00% |
|
9 |
GAZR |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
10 |
GMKR |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
11 |
HYDR |
20.00% |
26.00% |
39.00% |
17.00% |
23.00% |
36.00% |
|
12 |
LKOH |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
13 |
MAGN |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
14 |
MGNT |
20.00% |
27.00% |
41.00% |
17.00% |
24.00% |
38.00% |
|
15 |
MOEX |
20.00% |
26.00% |
34.00% |
17.00% |
23.00% |
31.00% |
|
16 |
MTSI |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
17 |
NLMK |
20.00% |
27.00% |
41.00% |
17.00% |
24.00% |
38.00% |
|
18 |
NOTK |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
19 |
ROSN |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
20 |
SBPR |
20.00% |
23.00% |
30.00% |
17.00% |
20.00% |
27.00% |
|
21 |
SBRF |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
22 |
SNGP |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
23 |
SNGR |
20.00% |
26.00% |
37.00% |
17.00% |
23.00% |
34.00% |
|
24 |
TATN |
20.00% |
27.00% |
40.00% |
17.00% |
24.00% |
37.00% |
|
25 |
TRNF |
20.00% |
26.00% |
39.00% |
17.00% |
23.00% |
36.00% |
|
26 |
YNDF |
20.00% |
25.00% |
35.00% |
17.00% |
22.00% |
32.00% |
|
27 |
GMKN |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
28 |
VTBR |
20.00% |
24.00% |
31.00% |
17.00% |
21.00% |
28.00% |
|
29 |
FEES |
21.00% |
30.00% |
47.00% |
18.00% |
27.00% |
44.00% |
|
30 |
RTKM |
23.00% |
33.00% |
45.00% |
20.00% |
30.00% |
42.00% |
|
31 |
POLY |
31.00% |
41.00% |
62.00% |
28.00% |
38.00% |
59.00% |
|
32 |
IRAO |
34.00% |
47.00% |
72.00% |
31.00% |
44.00% |
69.00% |
|
33 |
PLZL |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
34 |
AFKS |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
35 |
FIVE |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
36 |
TCSI |
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
37 |
|
38.00% |
52.00% |
81.00% |
35.00% |
49.00% |
78.00% |
|
38 |
Si |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
39 |
Eu |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
40 |
CY |
7.50% |
9.50% |
11.50% |
6.00% |
8.00% |
10.00% |
|
41 |
AUDU |
7.00% |
9.00% |
12.00% |
6.00% |
8.00% |
11.00% |
|
42 |
ED |
4.50% |
6.00% |
9.00% |
3.50% |
5.00% |
8.00% |
|
43 |
GBPU |
6.00% |
9.00% |
13.00% |
5.00% |
8.00% |
12.00% |
|
44 |
UCAD |
5.00% |
7.00% |
10.00% |
4.00% |
6.00% |
9.00% |
|
45 |
UCHF |
5.00% |
7.00% |
10.00% |
4.00% |
6.00% |
9.00% |
|
46 |
UINR |
6.00% |
9.00% |
13.00% |
5.00% |
8.00% |
12.00% |
|
47 |
UJPY |
6.00% |
9.00% |
13.00% |
5.00% |
8.00% |
12.00% |
|
48 |
UTRY |
17.00% |
26.00% |
36.00% |
15.00% |
24.00% |
34.00% |
|
49 |
UUAH |
23.00% |
32.00% |
49.00% |
21.00% |
30.00% |
47.00% |
|
50 |
ALMN |
12.00% |
18.00% |
24.00% |
10.00% |
16.00% |
22.00% |
|
51 |
BR |
25.00% |
30.00% |
38.00% |
20.00% |
25.00% |
33.00% |
|
52 |
CL |
35.00% |
40.00% |
48.00% |
30.00% |
35.00% |
43.00% |
|
53 |
Co |
10.00% |
14.00% |
20.00% |
8.00% |
12.00% |
18.00% |
|
54 |
GLD |
10.00% |
16.00% |
23.00% |
8.00% |
14.00% |
21.00% |
|
55 |
GOLD |
8.00% |
11.00% |
16.00% |
6.00% |
9.00% |
14.00% |
|
56 |
Nl |
13.00% |
19.00% |
27.00% |
11.00% |
17.00% |
25.00% |
|
57 |
SILV |
16.00% |
21.00% |
29.00% |
14.00% |
19.00% |
27.00% |
|
58 |
SLV |
18.00% |
24.00% |
31.00% |
16.00% |
22.00% |
29.00% |
|
59 |
SUGR |
17.00% |
24.00% |
36.00% |
15.00% |
22.00% |
34.00% |
|
60 |
Zn |
12.00% |
18.00% |
24.00% |
10.00% |
16.00% |
22.00% |
|
61 |
NG |
25.00% |
35.00% |
47.00% |
20.00% |
30.00% |
42.00% |
Standardized OTC Derivatives market
|
№ |
Name |
Currency |
FX risk rate from 7:00 pm December 28, 2020 till 7:00 pm January 8, 2021 |
FX risk rate from 7:00 pm January 8, 2021 |
|
1 |
FX Risk Rate |
USD |
7.50% |
6.00% |
|
2 |
FX Risk Rate |
EUR |
7.50% |
6.00% |
|
3 |
FX Risk Rate |
CHF |
9.00% |
7.00% |