08.11.2023 20:29
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from November 9, 2023:
- Market risk:
| № | Ticker | Current market risk rates, % | Market risk rates from 09.11.2023, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | ||
| 1 | RU000A107613 | 8% | 11% | 14% | 10% | 13% | 16% |
- Collateral:
| № | Ticker | Current Collateral | Collateral from 09.11.2023 |
| 1 | RU000A107613 | No | Yes |