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15.08.18


Risk parameters change on Securities market


CCP NCC is changing risk parameters on Securities market for the following bonds starting from August 20, 2018:

Ticker

Current IM rates

New IM rates

 

S_2_min

S_3_min

S_2_min

S_3_min

S_2_min

S_3_min

 
 

1

RU000A0JT403

12%

15%

18%

8%

11%

14%

 

2

RU000A0JUCR3

11%

16%

20%

8%

13%

17%

 

3

RU000A0JUCS1

11%

16%

20%

8%

13%

17%

 

4

XS0484209159

11%

14%

17%

8%

11%

14%

 

5

SU25083RMFS5

8%

9%

10%

5%

6%

7%

 

6

RU000A0JWNB0

11%

14%

17%

8%

11%

14%

 

7

RU000A0ZYLG5

17%

20%

23%

15%

18%

21%

 

8

RU000A0JRLE8

10%

13%

16%

8%

11%

14%

 

9

RU000A0JRMB2

10%

13%

16%

8%

11%

14%

 

10

RU000A0JUU90

10%

13%

16%

8%

11%

14%

 

11

RU000A0JRMC0

10%

13%

16%

8%

11%

14%

 

12

RU000A0JPLU8

9%

13%

17%

13%

16%

19%

 

13

RU000A0JU1Q8

7%

10%

13%

13%

16%

19%

 

14

RU000A0JWPA7

7%

10%

13%

14%

17%

20%

 

15

RU000A0JTYL2

8%

13%

17%

40%

43%

46%

 

16

RU000A0JTYM0

8%

11%

14%

40%

43%

46%

 

17

RU000A0JTYN8

8%

13%

17%

40%

43%

46%