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28 August 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.08.2023:
TICKER
TERMS
Interest risk rate up
MM
Δ
, % p.a.
Interest risk rate down
SEC
Δ
, % p.a.
REPO_opensec
Y0/Y1, Y0/Y1W, Y0/Y2W, Y0/Y1M, Y0/Y2M, Y0/Y6M, Y0/Y9M, Y0/Y1Y
15
15
