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24.05.19


Risk parameters change on Securities market


CCP NCC is changing risk parameters on Securities market for the following bond starting from May 27, 2019:

Ticker

Current market risk rates

New market risk rates

New Concentration Limit, # of securities

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

Level 1

Level 2

1

RU000A0ZZV86

100%

100%

100%

40%

43%

46%

 1 485 276  

 7 426 380  

2

RU000A0ZZTL5

100%

100%

100%

32%

35%

38%

 200 000  

 1 000 000