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30 July 2026

CCP NCC changes the following risk parameters on Securities market starting from August, 03-rd 2026:

№  Ticker Description Current market risk rates, % New market risk rates, %
Level 1, S1_min Level 2, S2_min Level 3, S3_min Level 1, S1_min Level 2, S2_min Level 3, S3_min
1 RU000A109R19 GPB Finance 001P-02P 11% 26% 40% 14% 29% 43%
2 RU000A106TR5 VimpelKom 003P-03 20% 23% 26% 25% 28% 31%
3 RU000A10ET56 Rosseti Sibir 001P-01 30% 40% 50% 38% 48% 58%
4 RU000A10DYH7 GPB Finance 001P-07P 11% 14% 17% 14% 17% 20%
5 RU000A10C6C4 GPB Finance 001P-04P 11% 26% 40% 14% 29% 43%
6 RU000A10BG62 GPB Finance 001P-03P 10% 13% 16% 13% 16% 19%
7 RU000A10A356 GPB Finance 001P-01P 11% 14% 17% 14% 17% 20%

 

№  Ticker Description Current collateral New collateral  
 
1 RU000A109XR1 Acron BO-001P-05 No Yes  
2 RU000A109R19 GPB Finance 001P-02P No Yes  
3 RU000A106TR5 VimpelKom 003P-03 No Yes  
4 RU000A105YK2 VimpelKom 001P-03 No Yes  
5 RU000A105X80 VimpelKom 001P-08 No Yes  
6 RU000A105XE7 VimpelKom 001P-02 No Yes  
7 RU000A105W81 VimpelKom 001P-05 No Yes  
8 RU000A105WP5 VimpelKom 001P-07 No Yes  
9 RU000A105WK6 VimpelKom 001P-04 No Yes  
10 RU000A105TY3 VimpelKom 001P-06 No Yes  
11 RU000A10F108 Acron BO-002P-03 No Yes  
12 RU000A10E6T6 Acron BO-002P-02 No Yes  
13 RU000A10ET56 Rosseti Sibir 001P-01 No Yes  
14 RU000A10DYH7 GPB Finance 001P-07P No Yes  
15 RU000A10DYC8 FPC 002P-01 No Yes  
16 RU000A10DBZ7 Acron BO-002P-01 No Yes  
17 RU000A10C6C4 GPB Finance 001P-04P No Yes  
18 RU000A10B347 Acron BO-001P-07 No Yes  
19 RU000A10BRM5 Acron BO-001P-09 No Yes  
20 RU000A10BG62 GPB Finance 001P-03P No Yes  
21 RU000A10BGH8 Acron BO-001P-08 No Yes  
22 RU000A10A356 GPB Finance 001P-01P No Yes  
23 RU000A10AA28 Acron BO-001P-06 No Yes  
24 RU000A0ZZTL5 FPC 1P-05 No Yes