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Moscow Exchange: Risk Parameters Change On Securities Market

Date 16/07/2019

CCP NCC sets the following risk parameters on Securities market starting from July 22, 2019:

Market risk rates

Asset New market risk rates Current market risk rates
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
XS0830192711 18% 21% 24% 15% 20% 25%
XS0997544860 22% 25% 28% 19% 24% 29%
RU000A0JWPW1 19% 22% 25% 17% 20% 23%
RU000A0JWS92 18% 21% 24% 15% 20% 25%
RU000A0JWVC1 18% 21% 24% 14% 17% 20%
RU000A0JXC24 21% 24% 27% 18% 21% 24%
RU000A0JXM97 14% 17% 20% 13% 16% 19%
RU000A0ZYUS1 17% 20% 23% 14% 17% 20%
RU000A0ZZ349 16% 19% 22% 14% 17% 20%