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% |