16.06.2022 21:03
Risk parameters change on Securities market
CCP NCC sets the following market risk rates on Securities market:
| # | Ticker | Current market risk rates | Market risk rates 17.06.2022 | Market risk rates from 20.06.2022 г. | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 1 | MSFT-RM | 75% | 84% | 93% | 75% | 84% | 93% | 100% | 100% | 100% |
| 2 | V-RM | 75% | 83% | 91% | 75% | 83% | 91% | 100% | 100% | 100% |
| 3 | T-RM | 80% | 88% | 97% | 80% | 88% | 97% | 100% | 100% | 100% |
| 4 | TWLO-RM | 80% | 98% | 100% | 80% | 98% | 100% | 100% | 100% | 100% |
| 5 | VZ-RM | 80% | 87% | 95% | 80% | 87% | 95% | 100% | 100% | 100% |
| 6 | WMT-RM | 80% | 88% | 97% | 80% | 88% | 97% | 100% | 100% | 100% |
| 7 | AAPL-RM | 80% | 89% | 99% | 80% | 89% | 99% | 100% | 100% | 100% |
| 8 | INTC-RM | 80% | 89% | 100% | 80% | 89% | 100% | 100% | 100% | 100% |
| 9 | NKE-RM | 80% | 89% | 99% | 80% | 89% | 99% | 100% | 100% | 100% |
| 10 | JNJ-RM | 80% | 87% | 95% | 80% | 87% | 95% | 100% | 100% | 100% |
| 11 | AXP-RM | 80% | 90% | 100% | 80% | 90% | 100% | 100% | 100% | 100% |