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01 August 2023

CCP NCC changes the following risk parameters on Securities market starting from August, 02-nd 2023 :


 

№ Ticker Description 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 RU000A106G56 PhosAgro ZO28-D 19% 22% 25% 24% 27% 30%
2 RU000A106G31 PhosAgro ZO25-D 15% 18% 21% 19% 22% 25%




 

№ Ticker Description Current collateral New collateral    
   
1 RU000A106G56 PhosAgro ZO28-D No Yes    
2 RU000A106G31 PhosAgro ZO25-D No Yes