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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


 

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