28.05.2020 16:15
Risk parameters on Securities market
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 | S_1_min | S_2_min | S_3_min | |||
| 1 | RU000A0JWHU2 | RZD BO-17 | 27% | 30% | 33% | 27% | 30% | 33% |
| 2 | RU000A0JWK90 | Transneft BO-01-001P | 15% | 18% | 21% | 15% | 18% | 21% |