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20 February 2023

CCP NCC changes the following risk parameters on Securities market starting from February 28, 2023:

№ Ticker Current market risk rates, % New market risk rates, %
Level 1, S1_min Level 2, S2_min Level 3, S3_min Level 1, S1_min Level 2, S2_min Level 3, S3_min
1 RU000A0JXRM6 43% 46% 60% 32% 35% 55%
2 RU000A102K13 34% 37% 60% 30% 33% 55%
3 RU000A0ZZV86 31% 34% 60% 27% 30% 55%
4 RU000A102D46 38% 41% 60% 35% 38% 55%
5 RU000A101JD7 33% 36% 100% 30% 33% 100%
6 RU000A102GD1 35% 38% 60% 32% 35% 55%
7 RU000A102L87 37% 40% 60% 35% 38% 55%
8 RU000A1018T2 39% 42% 60% 37% 40% 55%
9 RU000A0ZZNW5 33% 36% 60% 31% 34% 55%
10 RU000A101TD6 36% 39% 60% 34% 37% 55%
11 RU000A0ZZZ09 28% 31% 60% 26% 29% 55%
12 RU000A102JB9 38% 41% 60% 36% 39% 55%
13 RU000A0ZYJT2 28% 31% 60% 28% 31% 55%
14 RU000A102AP8 36% 39% 60% 36% 39% 55%
15 RU000A101U95 35% 38% 60% 35% 38% 55%
16 RU000A0ZZZ58 36% 39% 60% 36% 39% 55%
17 RU000A100ZB9 34% 37% 60% 34% 37% 55%
18 RU000A102L53 32% 35% 60% 32% 35% 55%
19 RU000A1016B4 35% 38% 60% 35% 38% 55%
20 RU000A103125 34% 37% 60% 34% 37% 55%