24.08.2021 15:32
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from August 25, 2021.
| Ticker | IR risk (downward scenario), % | IR risk (downward scenario), % | ||||
|---|---|---|---|---|---|---|
| Y0/Y6M | Y0/Y9M | Y0/Y12M | Y0/Y6M | Y0/Y9M | Y0/Y12M | |
| XS1521039054 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS1721463500 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS2157526315 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS2124187571 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS0191754729 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS0316524130 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS1589324075 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS0864383723 | 3 | 3 | 3 | 3 | 3 | 3 |
| XS1625994618 | 3 | 3 | 3 | 3 | 3 | 3 |
| RU000A101RZ3 | 3 | 3 | 3 | 3 | 3 | 3 |
| RU000A101S08 | 3 | 3 | 3 | 3 | 3 | 3 |
| RU000A101S16 | 3 | 3 | 3 | 3 | 3 | 3 |
| RU000A0ZZGT5 | 3 | 3 | 3 | 3 | 3 | 3 |
| RU000A0ZZRY2 | 3 | 3 | 3 | 3 | 3 | 3 |
| RU000A101FG8 | 3 | 3 | 3 | 3 | 3 | 3 |