06.06.2022 19:05
Risk parameters change on Securities and Derivatives markets
CCP NCC sets the following risk parameters:
- Starting from June, 9 2022 on Securities market:
| № | Ticker | Current market risk rates | New market risk rates | Current accepted as collateral | New accepted as collateral | ||||
|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | ||||
| 1 | AFLT | 30% | 36% | 43% | 50% | 56% | 63% | Yes | No |
| 2 | RU000A103943 | 19% | 22% | 25% | 100% | 100% | 100% | No | No |
- Starting from June, 17 2022 on Securities market:
| № | Ticker | Current accepted as collateral | New accepted as collateral |
|---|---|---|---|
| 1 | FEES | Yes | No |
- Starting from 7 PM June, 8 2022 on Derivatives market:
| № | Underlying | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | AFLT | 30% | 36% | 43% | 50% | 56% | 63% |