12.09.2024 16:06
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from September 13rd, 2024:
- Collateral:
| № | Торговый код | Current collateral | Collateral from 13.09.2024 г. |
|---|---|---|---|
| 1 | RU000A101988 | No | Yes |
| 2 | RU000A101WL3 | No | Yes |
| 3 | RU000A102CR0 | No | Yes |
| 4 | RU000A102G35 | No | Yes |
| 5 | RU000A105KQ8 | No | Yes |
| 6 | RU000A105TP1 | No | Yes |
| 7 | RU000A1005H4 | No | Yes |
| 8 | RU000A100AN7 | No | Yes |
| 9 | RU000A101228 | No | Yes |
| 10 | RU000A101XS6 | No | Yes |
| 11 | RU000A105NK5 | No | Yes |
| 12 | RU000A0ZZZ17 | No | Yes |
| 13 | RU000A103QQ0 | No | Yes |
| 14 | RU000A107AG6 | No | Yes |
- Market risk rates
| № | Торговый код | Current market risk rates, % | Market risk rates from 13.09.2024 | ||||
|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | ||
| 1 | RU000A101988 | 6% | 9% | 12% | 5.0% | 8.0% | 11.0% |
| 2 | RU000A101WL3 | 6% | 9% | 12% | 6.0% | 9.0% | 12.0% |
| 3 | RU000A102CR0 | 9% | 12% | 15% | 6.0% | 9.0% | 12.0% |
| 4 | RU000A102G35 | 7% | 10% | 13% | 7.0% | 10.0% | 13.0% |
| 5 | RU000A105KQ8 | 12% | 15% | 18% | 6.0% | 9.0% | 12.0% |
| 6 | RU000A105TP1 | 12% | 15% | 18% | 7.0% | 10.0% | 13.0% |
| 7 | RU000A1005H4 | 8% | 11% | 14% | 7.5% | 10.5% | 13.5% |
| 8 | RU000A100AN7 | 8% | 11% | 14% | 6.0% | 9.0% | 12.0% |
| 9 | RU000A101228 | 6% | 9% | 12% | 5.0% | 8.0% | 11.0% |
| 10 | RU000A101XS6 | 9% | 12% | 15% | 6.0% | 9.0% | 12.0% |
| 11 | RU000A105NK5 | 9% | 12% | 15% | 6.0% | 9.0% | 12.0% |
| 12 | RU000A0ZZZ17 | 11% | 14% | 17% | 6.0% | 9.0% | 12.0% |
| 13 | RU000A103QQ0 | 13% | 27% | 40% | 9.0% | 12.0% | 15.0% |
| 14 | RU000A107AG6 | 50% | 75% | 100% | 10.0% | 13.0% | 16.0% |
| 15 | RU000A105Q63 | 9.0% | 12.0% | 15.0% | 6.0% | 9.0% | 12.0% |
| 16 | RU000A1066A1 | 11.0% | 14.0% | 17.0% | 7.0% | 10.0% | 13.0% |
| 17 | RU000A1012B3 | 8.0% | 11.0% | 14.0% | 6.0% | 9.0% | 12.0% |
| 18 | RU000A100XP4 | 6.0% | 9.0% | 12.0% | 5.0% | 8.0% | 11.0% |
| 19 | RU000A100NS9 | 9.0% | 12.0% | 15.0% | 6.0% | 9.0% | 12.0% |
| 20 | RU000A100XU4 | 7.0% | 10.0% | 13.0% | 5.0% | 8.0% | 11.0% |
| 21 | RU000A102K39 | 8.0% | 24.0% | 40.0% | 5.0% | 8.0% | 11.0% |
| 22 | RU000A103C53 | 8.0% | 11.0% | 14.0% | 10.0% | 25.0% | 40.0% |
| 23 | RU000A1049Y7 | 12.0% | 15.0% | 18.0% | 10.0% | 13.0% | 16.0% |
| 24 | RU000A104V26 | 12.0% | 15.0% | 18.0% | 10.0% | 13.0% | 16.0% |
| 25 | RU000A105HH3 | 12.0% | 15.0% | 18.0% | 10.0% | 13.0% | 16.0% |
| 26 | RU000A106DP3 | 13.0% | 16.0% | 19.0% | 8.0% | 11.0% | 14.0% |
| 27 | RU000A1075J3 | 12.0% | 15.0% | 18.0% | 10.0% | 13.0% | 16.0% |
| 28 | RU000A108C74 | 13.0% | 16.0% | 19.0% | 10.0% | 13.0% | 16.0% |
| 29 | RU000A100VG7 | 6.0% | 23.0% | 40.0% | 5.0% | 23.0% | 40.0% |
| 30 | RU000A102986 | 6.0% | 9.0% | 12.0% | 7.0% | 24.0% | 40.0% |
| 31 | RU000A0JWV89 | 15.0% | 28.0% | 40.0% | 9.0% | 25.0% | 40.0% |
| 32 | RU000A0JXSS1 | 13.0% | 27.0% | 40.0% | 11.0% | 26.0% | 40.0% |