19.04.2022 15:51
Risk parameters change on Securities market
CCP NCC changes market risk rates (S_1(2,3)_min) on Securities market starting from April 20, 2022 and from April 22, 2022:
| Ticker | Current market risk rates | New market risk rates from 20.04.2022 | ||||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_1_min | S_2_min | S_1_min | S_2_min | |
| PLZL-ME | 40% | 57% | 89% | 100% | 100% | 100% |
| LKOD-ME | 40% | 47% | 62% | 100% | 100% | 100% |
| ATAD-ME | 40% | 55% | 86% | 100% | 100% | 100% |
| SVST-ME | 40% | 52% | 75% | 100% | 100% | 100% |
| MGNT-ME | 40% | 52% | 77% | 100% | 100% | 100% |
| MMK-ME | 47% | 66% | 95% | 100% | 100% | 100% |
| MTSS-ME | 40% | 50% | 71% | 100% | 100% | 100% |
| OGZD | 40% | 49% | 67% | 100% | 100% | 100% |
| RTKM-ME | 40% | 55% | 86% | 100% | 100% | 100% |
| ROSN-ME | 40% | 52% | 75% | 100% | 100% | 100% |
| SBER-ME | 40% | 48% | 65% | 100% | 100% | 100% |
| SGGD-ME | 40% | 54% | 83% | 100% | 100% | 100% |
| VTBR-ME | 40% | 54% | 83% | 100% | 100% | 100% |
| Ticker | Current market risk rates | New market risk rates from 22.04.2022 | ||||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_1_min | S_2_min | S_1_min | S_2_min | |
| NLMK-ME | 40% | 54% | 83% | 100% | 100% | 100% |
| MNOD-ME | 40% | 44% | 51% | 100% | 100% | 100% |
| NVTK-ME | 40% | 48% | 65% | 100% | 100% | 100% |