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24 February 2022 Risk parameters change on Securities and Derivatives market
CCP NCC sets the following market risk rates on below dates:
|
№ |
Ticker |
Current market risk rates |
Market rates from 14:00 24.02.2022 |
||||
|
MR1 |
MR2 |
MR3 |
MR1 |
MR2 |
MR3 |
||
|
1 |
AFLT |
19% |
25% |
32% |
40% |
46% |
53% |
|
2 |
ALRS |
19% |
25% |
32% |
40% |
46% |
53% |
|
3 |
CHMF |
22% |
28% |
35% |
40% |
46% |
53% |
|
4 |
CNI |
19% |
31% |
42% |
40% |
46% |
53% |
|
5 |
CY |
7.5% |
9.5% |
11.5% |
15% |
17% |
19% |
|
6 |
DSKY |
28% |
34% |
41% |
40% |
46% |
53% |
|
7 |
Eu |
7.5% |
9.5% |
11.5% |
15% |
17% |
19% |
|
8 |
FEES |
27% |
33% |
40% |
40% |
46% |
53% |
|
9 |
FIVE |
19% |
25% |
32% |
40% |
46% |
53% |
|
10 |
FNI |
23% |
37% |
51% |
40% |
46% |
53% |
|
11 |
GAZR |
19% |
25% |
32% |
40% |
46% |
53% |
|
12 |
GLD |
8% |
14% |
21% |
15.5% |
21.5% |
28.5% |
|
13 |
GMKN |
25% |
31% |
38% |
40% |
46% |
53% |
|
14 |
HYDR |
24% |
30% |
37% |
40% |
46% |
53% |
|
15 |
IRAO |
29% |
35% |
42% |
40% |
46% |
53% |
|
16 |
LKOH |
19% |
25% |
32% |
40% |
46% |
53% |
|
17 |
MAGN |
20% |
26% |
33% |
40% |
46% |
53% |
|
18 |
MGNT |
19% |
25% |
32% |
40% |
46% |
53% |
|
19 |
MIX |
19% |
25% |
31% |
40% |
46% |
53% |
|
20 |
MMI |
21% |
34% |
46% |
40% |
46% |
53% |
|
21 |
MOEX |
19% |
25% |
32% |
40% |
46% |
53% |
|
22 |
MTSI |
23% |
29% |
36% |
40% |
46% |
53% |
|
23 |
MXI |
19% |
25% |
31% |
40% |
46% |
53% |
|
24 |
NLMK |
25% |
31% |
38% |
40% |
46% |
53% |
|
25 |
NOTK |
20% |
26% |
33% |
40% |
46% |
53% |
|
26 |
OGI |
24% |
38% |
53% |
40% |
46% |
53% |
|
27 |
PHOR |
19% |
25% |
32% |
40% |
46% |
53% |
|
28 |
PIKK |
37% |
43% |
50% |
40% |
46% |
53% |
|
29 |
PLZL |
24% |
30% |
37% |
40% |
46% |
53% |
|
30 |
POLY |
19% |
25% |
32% |
40% |
46% |
53% |
|
31 |
ROSN |
25% |
31% |
38% |
40% |
46% |
53% |
|
32 |
RSTI |
25% |
31% |
38% |
40% |
46% |
53% |
|
33 |
RTKM |
29% |
35% |
42% |
40% |
46% |
53% |
|
34 |
RTS |
19% |
25% |
31% |
40% |
46% |
53% |
|
35 |
RTSM |
19% |
25% |
31% |
40% |
46% |
53% |
|
36 |
RUAL |
19% |
25% |
32% |
40% |
46% |
53% |
|
37 |
SBPR |
23% |
29% |
36% |
40% |
46% |
53% |
|
38 |
SBRF |
23% |
29% |
36% |
40% |
46% |
53% |
|
39 |
Si |
7.5% |
9.5% |
11.5% |
15% |
17% |
19% |
|
40 |
SIBN |
19% |
25% |
32% |
40% |
46% |
53% |
|
41 |
SLV |
19% |
25% |
32% |
21.5% |
27.5% |
34.5% |
|
42 |
SNGP |
24% |
30% |
37% |
40% |
46% |
53% |
|
43 |
SNGR |
24% |
30% |
37% |
40% |
46% |
53% |
|
44 |
TATN |
26% |
32% |
39% |
40% |
46% |
53% |
|
45 |
TRNF |
25% |
31% |
38% |
40% |
46% |
53% |
|
46 |
VTBR |
23% |
29% |
36% |
40% |
46% |
53% |
|
47 |
YNDF |
19% |
25% |
32% |
40% |
46% |
53% |