10.01.2023 15:06

Risk parameters change on Securities markets

CCP NCC changes the following risk parameters on Securities market starting from January, 16th 2023:

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 RU000A105GZ7 GazpromKapital ZO24-2-E 15% 18% 21% 30% 33% 36%
2 RU000A105JH9 GazpromKapital ZO27-2-D 22% 25% 28% 44% 47% 50%
3 RU000A105JT4 GazpromKapital ZO31-1-D 28% 31% 34% 56% 59% 62%

 

ISIN Short name Current accepted as collateral New accepted as collateral
1 RU000A105GZ7 GazpromKapital ZO24-2-E No Yes
2 RU000A105JH9 GazpromKapital ZO27-2-D No Yes
3 RU000A105JT4 GazpromKapital ZO31-1-D No Yes
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