Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 99,514.83 +85.19

Moscow Exchange: Risk Parameters Change On Securities Market

Date 12/03/2021

CCP NCC sets the following risk parameters on Securities market starting from March 15, 2021:


TickerDescriptionCurrent market risk ratesNew market risk rates
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_min
1 RU000A0JRCX7 VEB.RF 09 14% 17% 20% 10% 13% 16%
2 RU000A0JT6B2 VEB.RF 19 14% 17% 20% 10% 13% 16%
3 RU000A0JXU71 VEB.RF PBO-001P-09 9% 12% 15% 5% 8% 11%
4 RU000A0JWNE4 VEB.RF PBO-001P-03 USD 7% 10% 13% 6% 9% 12%
5 RU000A0JRTN2 VEB.RF 10 16% 19% 22% 10% 13% 16%
6 RU000A0JX4Q9 VEB.RF PBO-001P-05 8% 11% 14% 6% 9% 12%
7 RU000A0ZZZP3 VEB.RF PBO-001P-12 9% 12% 15% 6% 9% 12%
8 RU000A0JS4Z7 VEB.RF 21 20% 23% 26% 12% 15% 18%
9 RU000A100BM7 VEB.RF PBO-001P-16 10% 13% 16% 6% 9% 12%
10 XS0800817073 Veb Finance plc 6.025 05/07/22 18% 21% 24% 13% 16% 19%
11 RU000A0ZYLJ9 VEB.RF PBO-001P-11 12% 15% 18% 8% 11% 14%
12 RU000A0JXU48 VEB.RF PBO-001P-08 USD 12% 15% 18% 8% 11% 14%
13 XS0893212398 Veb Finance plc 4.032 21/02/23 22% 25% 28% 16% 19% 22%
14 RU000A100GY1 VEB.RF PBO-001P-17 15% 18% 21% 10% 13% 16%
15 RU000A101WF5 VEB.RF PBO-001P-21 14% 17% 20% 10% 13% 16%
16 RU000A102FC5 VEB.RF PBO-001P-22 14% 17% 20% 10% 13% 16%
17 RU000A1001V4 VEB.RF PBO-001P-13 14% 17% 20% 10% 13% 16%
18 XS0993162683 Veb Finance plc 5.942 21/11/23 26% 29% 32% 18% 21% 24%
19 RU000A1003W8 VEB.RF PBO-001P-14 14% 17% 20% 10% 13% 16%
20 RU000A0JT403 VEB.RF 18 30% 33% 36% 19% 22% 25%
21 RU000A0JW6P7 VEB.RF PBO-001P-01 17% 20% 23% 10% 13% 16%
22 RU000A101WE8 VEB.RF PBO-001P-20 17% 20% 23% 11% 14% 17%
23 XS0559915961 VEB FINANCE LIMITED 6.8 22/11/ 36% 39% 42% 23% 26% 29%
24 RU000A102K96 VEB.RF PBO-001P-23B 18% 21% 24% 12% 15% 18%
25 RU000A1013P1 VEB.RF PBO-001P-18 21% 24% 27% 13% 16% 19%
26 RU000A101TB0 VEB.RF PBO-001P-19 21% 24% 27% 13% 16% 19%
27 RU000A1018M7 SCPF FPF 01 40% 43% 46% 19% 22% 25%