28.08.2023 14:09
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.08.2023:
| TICKER | TERMS | Interest risk rate up MMΔ, % p.a. | Interest risk rate down SECΔ, % p.a. |
|---|---|---|---|
| REPO_opensec | Y0/Y1, Y0/Y1W, Y0/Y2W, Y0/Y1M, Y0/Y2M, Y0/Y6M, Y0/Y9M, Y0/Y1Y | 15 | 15 |