Contact us
21 March 2022 Risk parameters change on Securities market
CCP NCC sets the following market risk rates that define lower bounds of risk range on Securities market before trading session start on March 21st, 2022, as follows:
|
№ |
Ticker |
Current market risk rates |
New Market risk rates after changes 21.03.2022 |
||||
|
S_1 |
S_2 |
S_3 |
S_1 |
S_2 |
S_3 |
||
|
1 |
SU25084RMFS3 |
7% |
8% |
9% |
11.5% |
12.5% |
13.5% |
|
2 |
SU25085RMFS0 |
8% |
9% |
10% |
18.0% |
19.0% |
20.0% |
|
3 |
SU26207RMFS9 |
9% |
10% |
11% |
23.5% |
24.5% |
25.5% |
|
4 |
SU26211RMFS1 |
5% |
6% |
7% |
7.5% |
8.5% |
9.5% |
|
5 |
SU26212RMFS9 |
10% |
11% |
12% |
23.5% |
24.5% |
25.5% |
|
6 |
SU26215RMFS2 |
6% |
7% |
8% |
10.5% |
11.5% |
12.5% |
|
7 |
SU26218RMFS6 |
11% |
12% |
13% |
31.5% |
32.5% |
33.5% |
|
8 |
SU26219RMFS4 |
9% |
10% |
11% |
24.0% |
25.0% |
26.0% |
|
9 |
SU26220RMFS2 |
4% |
5% |
6% |
7.5% |
8.5% |
9.5% |
|
10 |
SU26221RMFS0 |
12% |
13% |
14% |
30.0% |
31.0% |
32.0% |
|
11 |
SU26222RMFS8 |
8% |
9% |
10% |
17.0% |
18.0% |
19.0% |
|
12 |
SU26223RMFS6 |
7% |
8% |
9% |
14.5% |
15.5% |
16.5% |
|
13 |
SU26224RMFS4 |
10% |
11% |
12% |
28.0% |
29.0% |
30.0% |
|
14 |
SU26225RMFS1 |
13% |
14% |
15% |
31.5% |
32.5% |
33.5% |
|
15 |
SU26226RMFS9 |
9% |
10% |
11% |
23.5% |
24.5% |
25.5% |
|
16 |
SU26227RMFS7 |
8% |
9% |
10% |
15.0% |
16.0% |
17.0% |
|
17 |
SU26228RMFS5 |
10% |
11% |
12% |
29.5% |
30.5% |
31.5% |
|
18 |
SU26229RMFS3 |
8% |
9% |
10% |
20.0% |
21.0% |
22.0% |
|
19 |
SU26230RMFS1 |
18% |
19% |
20% |
35.5% |
36.5% |
37.5% |
|
20 |
SU26232RMFS7 |
10% |
11% |
12% |
25.5% |
26.5% |
27.5% |
|
21 |
SU26233RMFS5 |
14% |
15% |
16% |
34.5% |
35.5% |
36.5% |
|
22 |
SU26234RMFS3 |
8% |
9% |
10% |
20.0% |
21.0% |
22.0% |
|
23 |
SU26235RMFS0 |
12% |
13% |
14% |
31.0% |
32.0% |
33.0% |
|
24 |
SU26236RMFS8 |
10% |
11% |
12% |
26.5% |
27.5% |
28.5% |
|
25 |
SU26237RMFS6 |
10% |
11% |
12% |
29.0% |
30.0% |
31.0% |
|
26 |
SU26238RMFS4 |
16% |
17% |
18% |
38.0% |
39.0% |
40.0% |
|
27 |
SU26239RMFS2 |
12% |
13% |
14% |
32.5% |
33.5% |
34.5% |
|
28 |
SU26240RMFS0 |
15% |
16% |
17% |
33.5% |
34.5% |
35.5% |
|
29 |
SU46020RMFS2 |
16% |
17% |
18% |
29.0% |
30.0% |
31.0% |
|
30 |
SU46022RMFS8 |
5% |
6% |
7% |
8.0% |
9.0% |
10.0% |