30.11.2023 12:31
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from December 1-st 2023:
| № | Ticker | Market risk rates from 01.12.2023 | Collateral from 01.12.2023 |
||
| S1_min | S2_min | S3_min | |||
| 1 | RU000A107605 | 12.5% | 15.5% | 18.5% | Yes |
| 2 | RU000A106ZL5 | 16.5% | 19.5% | 22.5% | Yes |
| 3 | RU000A107084 | 12.5% | 15.5% | 18.5% | Yes |
| 4 | RU000A107050 | 12.5% | 15.5% | 18.5% | Yes |