13.12.2022 10:12
Risk parameters change on Securities markets
CCP NCC changes the following risk parameters on Securities market starting from December, 14th 2022:
№ | ISIN | Short name | Current minimum Initial Margin for the Market Risk, % | New minimum Initial Margin for the Market Risk, % | ||||
---|---|---|---|---|---|---|---|---|
Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
1 | RU000A1059A6 | Gazprom К31 | 16% | 19% | 22% | 32% | 35% | 38% |
№ | ISIN | Short name | Current accepted as collateral | New accepted as collateral |
---|---|---|---|---|
1 | RU000A105BL8 | GazpromК3Е | No | Yes |
2 | RU000A105C51 | GazpromК3024 | No | Yes |
3 | RU000A105BY1 | GazpromК3028 | No | Yes |
4 | RU000A105A95 | GazpromК3D | No | Yes |
5 | RU000A1059R0 | Lukoil 31 | No | Yes |
6 | RU000A1059M1 | Lukoil 23 | No | Yes |
7 | RU000A105A04 | Metalin028 | No | Yes |
8 | RU000A105A87 | SCF 302028 | No | Yes |
9 | RU000A1059A6 | Gazprom К31 | No | Yes |