CCP NCC sets the following risk parameters on Securities market starting from December 3, 2019:
Security | Current market risk rates | New 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 |
|
RU000A0JWHT4 | 8% | 12% | 16% | 40% | 43% | 46% |