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29 June 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.06.2023:
ISIN
Current interest risk rate up
MM
Δ
, % p.a.
New interest risk rate up
MM
Δ
, % p.a.
Y0/Y1W
Y0/Y2W
Y0/Y1M
Y0/Y1W
Y0/Y2W
Y0/Y1M
RU000A101CK7
15
15
15
55
50
50
RU000A101KT1
RU000A101N52
RU000A1025A7
RU000A1025B5
RU000A1028D5
RU000A102A31
RU000A102A49
RU000A102BV4
RU000A105B11
RU000A105G16
RU000A105L19
RU000A1066D5
