27.02.2019 11:44

Stress collateral scenarios change on Securities market

CCP NCC is changing stress collateral scenarios on Securities market for the following instruments starting from March 5, 2019:

ISIN Current scen_Up value New scen_Up value Current scen_Down value New scen_Down value
RU000A0JS5E9 5.0% 0.0% 5.0% 0.0%
RU000A0JS5F6 5.0% 0.0% 5.0% 0.0%
RU000A0JS5M2 5.0% 0.0% 5.0% 0.0%
RU000A0JXT58 5.0% 1.5% 5.0% 1.5%
RU000A0JWC82 5.0% 1.5% 5.0% 1.5%
RU000A0JTU85 5.0% 1.5% 5.0% 1.5%
RU000A0JQXG0 5.0% 1.5% 5.0% 1.5%
RU000A0JS6M0 5.0% 1.5% 5.0% 1.5%
RU000A0JX355 8.0% 5.0% 8.0% 5.0%
RU000A0JT965 8.0% 5.0% 8.0% 5.0%
RU000A0JT940 8.0% 5.0% 8.0% 5.0%
RU000A0JWRE5 8.0% 5.0% 8.0% 5.0%
RU000A0JWRF2 8.0% 5.0% 8.0% 5.0%
RU000A0JWUX9 8.0% 5.0% 8.0% 5.0%
RU000A0JUV81 8.0% 5.0% 8.0% 5.0%
RU000A0JUJG1 8.0% 5.0% 8.0% 5.0%
RU000A0JWUE9 8.0% 5.0% 8.0% 5.0%
RU000A0ZYEE5 8.0% 5.0% 8.0% 5.0%
RU000A0JWZT6 8.0% 5.0% 8.0% 5.0%
RU000A0JW1K9 8.0% 5.0% 8.0% 5.0%
RU000A0JX215 8.0% 5.0% 8.0% 5.0%
RU000A0JWLD0 8.0% 5.0% 8.0% 5.0%
RU000A0JXEV5 8.0% 5.0% 8.0% 5.0%
RU000A0ZYUS1 8.0% 5.0% 8.0% 5.0%
RU000A0ZYXJ4 8.0% 5.0% 8.0% 5.0%
RU000A0ZZBN9 8.0% 5.0% 8.0% 5.0%
RU000A0JWXF0 8.0% 5.0% 8.0% 5.0%
RU000A0ZYRX7 8.0% 5.0% 8.0% 5.0%
RU000A0ZYRY5 8.0% 5.0% 8.0% 5.0%
RU000A0JXNF9 8.0% 5.0% 8.0% 5.0%
RU000A0JXPN8 8.0% 5.0% 8.0% 5.0%
RU000A0JXR50 8.0% 5.0% 8.0% 5.0%
RU000A0ZYBD3 8.0% 5.0% 8.0% 5.0%
RU000A0ZYPG6 8.0% 5.0% 8.0% 5.0%
RU000A0JWS92 8.0% 5.0% 8.0% 5.0%
RU000A0JVVA7 8.0% 5.0% 8.0% 5.0%
RU000A0JNYN1 8.0% 5.0% 8.0% 5.0%
RU000A0JWVC1 8.0% 5.0% 8.0% 5.0%
RU000A0JX0B9 8.0% 5.0% 8.0% 5.0%
RU000A0JUW23 8.0% 5.0% 8.0% 5.0%
RU000A0ZYR18 8.0% 5.0% 8.0% 5.0%
XS1691350455 8.0% 5.0% 8.0% 5.0%
RU000A0JXQ28 8.0% 5.0% 8.0% 5.0%
RU000A0JXR43 8.0% 5.0% 8.0% 5.0%
RU000A0ZYC98 8.0% 5.0% 8.0% 5.0%
RU000A0JW1G7 8.0% 5.0% 8.0% 5.0%
RU000A0ZYDS7 8.0% 5.0% 8.0% 5.0%
RU000A0ZYDH0 8.0% 5.0% 8.0% 5.0%
RU000A0ZYFC6 8.0% 5.0% 8.0% 5.0%
RU000A0ZZQH9 8.0% 5.0% 8.0% 5.0%
RU000A0JWM56 8.0% 5.0% 8.0% 5.0%
RU000A0ZYG52 8.0% 5.0% 8.0% 5.0%
RU000A0JXT41 8.0% 5.0% 8.0% 5.0%
SU26217RMFS8 8.0% 5.0% 8.0% 5.0%
SU25083RMFS5 8.0% 5.0% 8.0% 5.0%
SU26209RMFS5 8.0% 5.0% 8.0% 5.0%
RU000A0JXXD3 5.0% 3.0% 5.0% 3.0%
RU000A0JXXE1 5.0% 3.0% 5.0% 3.0%
RU000A0JVWB3 5.0% 3.0% 5.0% 3.0%
RU000A0JRVN8 5.0% 3.0% 5.0% 3.0%
RU000A0JR5F7 5.0% 3.0% 5.0% 3.0%
RU000A0JVFJ1 5.0% 3.0% 5.0% 3.0%
RU000A0JXS75 5.0% 3.0% 5.0% 3.0%
RU000A0JXRV7 5.0% 3.0% 5.0% 3.0%
RU000A0JXRN4 5.0% 3.0% 5.0% 3.0%
RU000A0JXS59 5.0% 3.0% 5.0% 3.0%
RU000A0JXTF6 5.0% 3.0% 5.0% 3.0%
RU000A0JXTQ3 5.0% 3.0% 5.0% 3.0%
RU000A0ZYLH3 5.0% 3.0% 5.0% 3.0%
RU000A0JWNK1 5.0% 3.0% 5.0% 3.0%
RU000A0JWGT6 5.0% 3.0% 5.0% 3.0%
RU000A0JVQA7 5.0% 3.0% 5.0% 3.0%
RU000A0JR1Y7 5.0% 3.0% 5.0% 3.0%
RU000A0JR209 5.0% 3.0% 5.0% 3.0%
RU000A0JR217 5.0% 3.0% 5.0% 3.0%
RU000A0JUUU9 5.0% 3.0% 5.0% 3.0%
RU000A0ZYAE3 5.0% 3.0% 5.0% 3.0%
RU000A0JXMQ8 5.0% 3.0% 5.0% 3.0%
RU000A0ZYB73 5.0% 3.0% 5.0% 3.0%
RU000A0ZYBG6 5.0% 3.0% 5.0% 3.0%
RU000A0JS900 5.0% 3.0% 5.0% 3.0%
RU000A0ZYCQ3 5.0% 3.0% 5.0% 3.0%
RU000A0JXP45 5.0% 3.0% 5.0% 3.0%
RU000A0JR1Z4 5.0% 3.0% 5.0% 3.0%
RU000A0JXQD7 5.0% 3.0% 5.0% 3.0%
RU000A0JUG98 5.0% 3.0% 5.0% 3.0%
RU000A0JX009 5.0% 3.0% 5.0% 3.0%
RU000A0JVUP7 5.0% 3.0% 5.0% 3.0%
RU000A0JXRS3 5.0% 3.0% 5.0% 3.0%
RU000A0JWTH4 5.0% 3.0% 5.0% 3.0%
RU000A0JR3L0 5.0% 3.0% 5.0% 3.0%
RU000A0ZYHK5 5.0% 3.0% 5.0% 3.0%
RU000A0ZYHH1 5.0% 3.0% 5.0% 3.0%
RU000A0ZYBS1 5.0% 3.0% 5.0% 3.0%
RU000A0ZYJ42 5.0% 3.0% 5.0% 3.0%
RU000A0ZYM05 5.0% 3.0% 5.0% 3.0%
RU000A0JWUV3 5.0% 3.0% 5.0% 3.0%
RU000A0JWBF6 5.0% 3.0% 5.0% 3.0%
RU000A0JWBE9 5.0% 3.0% 5.0% 3.0%
RU000A0JWBK6 5.0% 3.0% 5.0% 3.0%
RU000A0ZYDQ1 5.0% 3.0% 5.0% 3.0%
RU000A0ZYTM6 5.0% 3.0% 5.0% 3.0%
RU000A0JXM97 5.0% 3.0% 5.0% 3.0%
RU000A0JXMH7 5.0% 3.0% 5.0% 3.0%
RU000A0JXMP0 5.0% 3.0% 5.0% 3.0%
RU000A0ZYU21 5.0% 3.0% 5.0% 3.0%
RU000A0JWEB9 5.0% 3.0% 5.0% 3.0%
RU000A0ZZRR6 5.0% 3.0% 5.0% 3.0%
RU000A0JXRD5 5.0% 3.0% 5.0% 3.0%
RU000A0JXRW5 5.0% 3.0% 5.0% 3.0%
RU000A0ZYML3 5.0% 3.0% 5.0% 3.0%
RU000A0JVMD0 5.0% 3.0% 5.0% 3.0%
RU000A0JXU71 5.0% 3.0% 5.0% 3.0%
RU000A0JVM99 5.0% 3.0% 5.0% 3.0%
RU000A0JXUC1 5.0% 3.0% 5.0% 3.0%
RU000A0JRL96 5.0% 3.0% 5.0% 3.0%
RU000A0JWST1 5.0% 3.0% 5.0% 3.0%
RU000A0ZYBT9 7.0% 5.0% 7.0% 5.0%
RU000A0ZYX69 10.0% 8.0% 10.0% 8.0%
RU000A0ZZ1J8 10.0% 8.0% 10.0% 8.0%
RU000A0ZYHX8 10.0% 8.0% 10.0% 8.0%
RU000A0ZYLC4 10.0% 8.0% 10.0% 8.0%
RU000A0ZYUY9 10.0% 8.0% 10.0% 8.0%
RU000A0ZYUW3 10.0% 8.0% 10.0% 8.0%
RU000A0ZYUV5 10.0% 8.0% 10.0% 8.0%
RU000A0ZYV04 10.0% 8.0% 10.0% 8.0%
RU000A0ZYWY5 10.0% 8.0% 10.0% 8.0%
RU000A0JXR84 10.0% 8.0% 10.0% 8.0%
RU000A0ZZES2 10.0% 8.0% 10.0% 8.0%
RU000A0ZZET0 10.0% 8.0% 10.0% 8.0%
RU000A0ZYDD9 10.0% 8.0% 10.0% 8.0%
SU26214RMFS5 5.0% 3.0% 5.0% 3.0%
SU46018RMFS6 5.0% 3.0% 5.0% 3.0%
SU26205RMFS3 5.0% 3.0% 5.0% 3.0%
XS0863439161 3.0% 1.5% 3.0% 1.5%
RU000A0JW9R7 3.0% 1.5% 3.0% 1.5%
RU000A0JWBN0 3.0% 1.5% 3.0% 1.5%
XS0764253455 3.0% 1.5% 3.0% 1.5%
RU000A0JWCB3 3.0% 1.5% 3.0% 1.5%
RU000A0JVUL6 3.0% 1.5% 3.0% 1.5%
RU000A0JT874 3.0% 1.5% 3.0% 1.5%
RU000A0JS7H8 3.0% 1.5% 3.0% 1.5%
RU000A0JWDU1 3.0% 1.5% 3.0% 1.5%
RU000A0JVUY9 3.0% 1.5% 3.0% 1.5%
RU000A0JWE56 3.0% 1.5% 3.0% 1.5%
RU000A0JWEZ8 3.0% 1.5% 3.0% 1.5%
RU000A0JWG05 3.0% 1.5% 3.0% 1.5%
RU000A0JWG96 3.0% 1.5% 3.0% 1.5%
RU000A0JWGG3 3.0% 1.5% 3.0% 1.5%
RU000A0JQ5Q5 3.0% 1.5% 3.0% 1.5%
RU000A0JWGS8 3.0% 1.5% 3.0% 1.5%
RU000A0JUMJ9 3.0% 1.5% 3.0% 1.5%
RU000A0JWGV2 3.0% 1.5% 3.0% 1.5%
RU000A0JWH46 3.0% 1.5% 3.0% 1.5%
RU000A0JRZK5 3.0% 1.5% 3.0% 1.5%
RU000A0JWK41 3.0% 1.5% 3.0% 1.5%
RU000A0JWKN1 3.0% 1.5% 3.0% 1.5%
RU000A0JWL32 3.0% 1.5% 3.0% 1.5%
RU000A0JVKK9 3.0% 1.5% 3.0% 1.5%
RU000A0JQ7X7 3.0% 1.5% 3.0% 1.5%
RU000A0JWNB0 3.0% 1.5% 3.0% 1.5%
RU000A0JWNJ3 3.0% 1.5% 3.0% 1.5%
RU000A0JVS10 3.0% 1.5% 3.0% 1.5%
RU000A0JWNV8 3.0% 1.5% 3.0% 1.5%
RU000A0JW5J2 3.0% 1.5% 3.0% 1.5%
RU000A0JV987 3.0% 1.5% 3.0% 1.5%
RU000A0JUU90 3.0% 1.5% 3.0% 1.5%
RU000A0JVA10 3.0% 1.5% 3.0% 1.5%
RU000A0JWTL6 3.0% 1.5% 3.0% 1.5%
RU000A0JWTN2 3.0% 1.5% 3.0% 1.5%
RU000A0JT2K2 3.0% 1.5% 3.0% 1.5%
RU000A0JWUD1 3.0% 1.5% 3.0% 1.5%
RU000A0JQCR1 3.0% 1.5% 3.0% 1.5%
RU000A0JWUB5 3.0% 1.5% 3.0% 1.5%
RU000A0JUW31 3.0% 1.5% 3.0% 1.5%
RU000A0JUW72 3.0% 1.5% 3.0% 1.5%
RU000A0JUWB5 3.0% 1.5% 3.0% 1.5%
RU000A0JRUY7 3.0% 1.5% 3.0% 1.5%
RU000A0JWWW7 3.0% 1.5% 3.0% 1.5%
RU000A0JRV52 3.0% 1.5% 3.0% 1.5%
RU000A0JVL33 3.0% 1.5% 3.0% 1.5%
RU000A0JXRP9 3.0% 1.5% 3.0% 1.5%
RU000A0JX1S1 3.0% 1.5% 3.0% 1.5%
RU000A0ZYKM5 3.0% 1.5% 3.0% 1.5%
RU000A0JVEH8 3.0% 1.5% 3.0% 1.5%
RU000A0JX2R1 3.0% 1.5% 3.0% 1.5%
RU000A0JX2F6 3.0% 1.5% 3.0% 1.5%
RU000A0JX2D1 3.0% 1.5% 3.0% 1.5%
RU000A0JTKA4 3.0% 1.5% 3.0% 1.5%
RU000A0JX5W4 3.0% 1.5% 3.0% 1.5%
RU000A0ZZDB0 3.0% 1.5% 3.0% 1.5%
RU000A0JQS09 3.0% 1.5% 3.0% 1.5%
RU000A0JQS74 3.0% 1.5% 3.0% 1.5%
RU000A0JTM36 3.0% 1.5% 3.0% 1.5%
RU000A0JXJS0 3.0% 1.5% 3.0% 1.5%
RU000A0JS488 3.0% 1.5% 3.0% 1.5%
RU000A0ZZ083 3.0% 1.5% 3.0% 1.5%
RU000A0JVPR3 3.0% 1.5% 3.0% 1.5%
RU000A0JVW71 3.0% 1.5% 3.0% 1.5%
SU26208RMFS7 3.0% 1.5% 3.0% 1.5%
SU26216RMFS0 3.0% 1.5% 3.0% 1.5%
SU26210RMFS3 3.0% 1.5% 3.0% 1.5%
RU000A0JUCS1 2.5% 1.5% 2.5% 1.5%
RU000A0JXHQ8 2.5% 1.5% 2.5% 1.5%
RU000A0ZYYN4 7.5% 7.0% 7.5% 5.0%
XS0918604496 5.0% 5.0% 5.0% 3.0%
XS0808638612 5.0% 5.0% 5.0% 3.0%
XS0848137708 5.0% 7.0% 3.0% 5.0%
XS0971721450 6.8% 7.0% 4.8% 5.0%
RU000A0JWHA4 6.8% 7.0% 4.8% 5.0%
XS0088543193 6.8% 7.0% 4.8% 5.0%
RU000A0JXTS9 6.8% 7.0% 4.8% 5.0%
SU26222RMFS8 7.0% 8.0% 7.0% 8.0%
RU000A0JUQE1 1.5% 3.0% 1.5% 3.0%
RU000A0JS8Z8 1.5% 3.0% 1.5% 3.0%
RU000A0JS8Y1 1.5% 3.0% 1.5% 3.0%
RU000A0JT7M7 1.5% 3.0% 1.5% 3.0%
RU000A0JR4J2 1.5% 3.0% 1.5% 3.0%
RU000A0JUKX4 1.5% 3.0% 1.5% 3.0%
RU000A0JVYP9 1.5% 3.0% 1.5% 3.0%
RU000A0JVYN4 1.5% 3.0% 1.5% 3.0%
RU000A0JU1Q8 1.5% 3.0% 1.5% 3.0%
RU000A0JR878 1.5% 3.0% 1.5% 3.0%
RU000A0JS5R1 1.5% 3.0% 1.5% 3.0%
RU000A0JREX3 1.5% 3.0% 1.5% 3.0%
RU000A0JREZ8 1.5% 3.0% 1.5% 3.0%
RU000A0JREW5 1.5% 3.0% 1.5% 3.0%
RU000A0JWC74 1.5% 3.0% 1.5% 3.0%
RU000A0JS918 1.5% 3.0% 1.5% 3.0%
RU000A0JV0U1 1.5% 3.0% 1.5% 3.0%
RU000A0JV276 1.5% 3.0% 1.5% 3.0%
RU000A0JV292 1.5% 3.0% 1.5% 3.0%
RU000A0JV2A9 1.5% 3.0% 1.5% 3.0%
XS1043519567 5.0% 7.0% 3.0% 5.0%
XS1043520144 5.0% 7.0% 3.0% 5.0%
XS0424860947 5.0% 7.0% 3.0% 5.0%
XS1084024584 5.0% 7.0% 3.0% 5.0%
XS1040726587 5.0% 7.0% 3.0% 5.0%
XS0783934325 5.0% 7.0% 3.0% 5.0%
XS0461926569 5.0% 7.0% 3.0% 5.0%
XS1082459568 5.0% 7.0% 3.0% 5.0%
RU000A0JUFE4 5.0% 7.0% 3.0% 5.0%
RU000A0JUFF1 5.0% 7.0% 3.0% 5.0%
RU000A0JUFG9 5.0% 7.0% 3.0% 5.0%
RU000A0JUFH7 5.0% 7.0% 3.0% 5.0%
RU000A0JR6S8 8.0% 10.0% 8.0% 10.0%
RU000A0ZZX19 2.0% 5.0% 2.0% 5.0%
RU000A0ZZXM5 2.0% 5.0% 2.0% 5.0%
XS0906946008 2.0% 5.0% 2.0% 3.0%
XS0918297382 2.0% 5.0% 2.0% 3.0%
XS0922301717 2.0% 5.0% 2.0% 3.0%
XS0513723873 2.0% 5.0% 2.0% 3.0%
XS0972645112 2.0% 5.0% 2.0% 3.0%
XS1501561739 2.0% 5.0% 2.0% 3.0%
XS0555493203 2.0% 5.0% 2.0% 3.0%
XS0982861287 2.0% 5.0% 2.0% 3.0%
XS0554659671 2.0% 5.0% 2.0% 3.0%
XS1319822752 2.0% 5.0% 2.0% 3.0%
XS0708813810 2.0% 5.0% 2.0% 3.0%
XS0587031096 2.0% 5.0% 2.0% 3.0%
XS0588433267 2.0% 5.0% 2.0% 3.0%
XS1038646078 2.0% 5.0% 2.0% 3.0%
XS0620695204 2.0% 5.0% 2.0% 3.0%
XS0114288789 4.0% 7.0% 2.0% 5.0%
RU000A0JWPA7 1.5% 5.0% 1.5% 5.0%
RU000A0JUUA1 1.5% 5.0% 1.5% 5.0%
RU000A0JW9G0 1.5% 5.0% 1.5% 5.0%
RU000A0JUAD7 1.5% 5.0% 1.5% 5.0%
RU000A0JT6J5 1.5% 5.0% 1.5% 5.0%
XS0484209159 2.0% 7.0% 2.0% 5.0%
XS0885733153 2.0% 7.0% 2.0% 5.0%
RU000A0ZZVE6 2.0% 3.0% 2.0% 3.0%
RU000A0JTLL9 1.5% 8.0% 1.5% 8.0%
RU000A0JTLJ3 1.5% 8.0% 1.5% 8.0%
RU000A0JTM28 1.5% 8.0% 1.5% 8.0%
RU000A0JTMG7 1.5% 8.0% 1.5% 8.0%
RU000A0JTMK9 1.5% 8.0% 1.5% 8.0%
RU000A0JTS22 1.5% 8.0% 1.5% 8.0%
RU000A0JTYL2 1.5% 8.0% 1.5% 8.0%
RU000A0JTYM0 1.5% 8.0% 1.5% 8.0%
RU000A0JTYN8 1.5% 8.0% 1.5% 8.0%
RU000A0JV1X3 1.5% 8.0% 1.5% 8.0%
RU000A0JV219 1.5% 8.0% 1.5% 8.0%
RU000A0JV201 1.5% 8.0% 1.5% 8.0%
RU000A0JV227 1.5% 8.0% 1.5% 8.0%
RU000A0JV235 1.5% 8.0% 1.5% 8.0%
RU000A0JV243 1.5% 8.0% 1.5% 8.0%
RU000A0JV250 1.5% 8.0% 1.5% 8.0%
RU000A0JVFC6 1.5% 8.0% 1.5% 8.0%
RU000A0JV268 1.5% 8.0% 1.5% 8.0%
 
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