According to the CCP NCC risk parameters methodology on Securities market the following values of market risk rates and price limits will be set for Rosnano bonds before trading session start on November 22nd, 2021:
№
Ticker
Description
Market risk rate, 1s level
Upper price limit after shift
Lower price limit after shift
1
RU000A0JVVA7
Rosnano 06
100%
144.7
62.0
2
RU000A0JW1G7
Rosnano 07
100%
145.5
62.4
3
RU000A1008V9
Rosnano 08
100%
139.9
60.0
4
RU000A1000H5
Rosnano BO-P01
100%
141.4
60.6
5
RU000A100YR8
Rosnano BO-002P-03
100%
138.4
59.3
6
RU000A101KK0
Rosnano BO-002R-04
100%
132.1
56.6
7
RU000A102HB3
Rosnano BO-002R-05
100%
132.9
56.9
8
RU000A100ER0
Rosnano BO-002R-01
100%
139.98
60
9
RU000A101EW8
Rosnano BO-002R-02
100%
140.02
60.02
Risk parameters values are available at CCP NCC website:
