29.06.2023 14:50
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.06.2023:
| ISIN | Current interest risk rate up MMΔ, % p.a. | New interest risk rate up MMΔ, % p.a. | ||||
|---|---|---|---|---|---|---|
| Y0/Y1W | Y0/Y2W | Y0/Y1M | Y0/Y1W | Y0/Y2W | Y0/Y1M | |
| RU000A101CK7 | 15 | 15 | 15 | 55 | 50 | 50 |
| RU000A101KT1 | ||||||
| RU000A101N52 | ||||||
| RU000A1025A7 | ||||||
| RU000A1025B5 | ||||||
| RU000A1028D5 | ||||||
| RU000A102A31 | ||||||
| RU000A102A49 | ||||||
| RU000A102BV4 | ||||||
| RU000A105B11 | ||||||
| RU000A105G16 | ||||||
| RU000A105L19 | ||||||
| RU000A1066D5 | ||||||