09.12.2020 19:17
Risk Parameters on the Moscow Exchange during New Year/Christmas Holidays
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
| No | 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:
| No | 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% |