mssect52mssect

What's new


07.11.17


Stress collateral scenarios


NCC Clearing Bank is changing stress collateral scenarios on Securities market for the following instruments starting November 14, 2017:

 

ISIN

Current value

New value

Scen_UP

Scen_Down

Scen_UP

Scen_Down

RU000A0JVYP9

7.00%

7.00%

1.50%

1.50%

SU48001RMFS0

2.50%

2.50%

1.50%

1.50%

RU000A0JTTA5

2.50%

2.50%

1.50%

1.50%

RU000A0JS6N8

2.50%

2.50%

1.50%

1.50%

RU000A0JWCF4

2.50%

2.50%

1.50%

1.50%

RU000A0JQ557

2.50%

2.50%

1.50%

1.50%

RU000A0JWCL2

2.50%

2.50%

1.50%

1.50%

RU000A0JT6J5

2.50%

2.50%

1.50%

1.50%

RU000A0JWVM0

2.50%

2.50%

1.50%

1.50%

RU000A0JVCJ8

2.50%

2.50%

1.50%

1.50%

RU000A0JTVJ2

2.50%

2.50%

1.50%

1.50%

SU46005RMFS3

2.50%

2.50%

1.50%

1.50%

RU000A0JQK72

2.50%

2.50%

1.50%

1.50%

RU000A0JQK64

2.50%

2.50%

1.50%

1.50%

RU000A0JVYN4

2.50%

2.50%

1.50%

1.50%

RU000A0JV0U1

2.50%

2.50%

1.50%

1.50%

SU46014RMFS5

2.50%

2.50%

1.50%

1.50%

RU000A0JTYL2

2.50%

2.50%

1.50%

1.50%

RU000A0JTYM0

2.50%

2.50%

1.50%

1.50%

RU000A0JTYN8

2.50%

2.50%

1.50%

1.50%

RU000A0JPTJ4

2.50%

2.50%

1.50%

1.50%

RU000A0JU0A4

2.50%

2.50%

1.50%

1.50%

RU000A0JRMX6

2.50%

2.50%

1.50%

1.50%

RU000A0JQ7Z2

2.50%

2.50%

1.50%

1.50%

RU000A0JU1Q8

2.50%

2.50%

1.50%

1.50%

RU000A0JQRD9

2.50%

2.50%

1.50%

1.50%

RU000A0JVNB2

2.50%

2.50%

1.50%

1.50%

RU000A0JU4X8

2.50%

2.50%

1.50%

1.50%

RU000A0JWRV9

2.50%

2.50%

1.50%

1.50%

RU000A0JV3Q3

2.50%

2.50%

1.50%

1.50%

RU000A0JVT76

2.50%

2.50%

1.50%

1.50%

RU000A0JVSG0

2.50%

2.50%

1.50%

1.50%

RU000A0JU6K0

2.50%

2.50%

1.50%

1.50%

RU000A0JS8Z8

2.50%

2.50%

1.50%

1.50%

RU000A0JVTA1

2.50%

2.50%

1.50%

1.50%

RU000A0JT7M7

2.50%

2.50%

1.50%

1.50%

RU000A0JRUS9

2.50%

2.50%

1.50%

1.50%

RU000A0JT8N3

2.50%

2.50%

1.50%

1.50%

RU000A0JUA45

2.50%

2.50%

1.50%

1.50%

RU000A0JUAD7

2.50%

2.50%

1.50%

1.50%

RU000A0JUAJ4

2.50%

2.50%

1.50%

1.50%

RU000A0JPJE6

2.50%

2.50%

1.50%

1.50%

RU000A0JWHT4

2.50%

2.50%

1.50%

1.50%

RU000A0JX0P9

2.50%

2.50%

1.50%

1.50%

RU000A0JUKX4

2.50%

2.50%

1.50%

1.50%

XS0886632685

1.50%

1.50%

1.50%

1.50%

RU000A0JTW83

1.50%

1.50%

1.50%

1.50%

RU000A0JTDX1

1.50%

1.50%

1.50%

1.50%

RU000A0JRDY3

1.50%

1.50%

1.50%

1.50%

RU000A0JQAM6

1.50%

1.50%

1.50%

1.50%

RU000A0JQAL8

1.50%

1.50%

1.50%

1.50%

RU000A0JQAG8

1.50%

1.50%

1.50%

1.50%

RU000A0JUUA1

1.50%

1.50%

1.50%

1.50%

RU000A0JUB02

1.50%

1.50%

1.50%

1.50%

RU000A0JUQB7

1.50%

1.50%

1.50%

1.50%

RU000A0JXYA7

1.50%

1.50%

1.50%

1.50%

RU000A0ZYDL2

1.50%

1.50%

1.50%

1.50%

RU000A0JTF43

1.50%

1.50%

1.50%

1.50%

RU000A0JV7T8

1.50%

1.50%

1.50%

1.50%

RU000A0JVWA5

1.50%

1.50%

1.50%

1.50%

RU000A0JS918

1.50%

1.50%

1.50%

1.50%

RU000A0JS8Y1

1.50%

1.50%

1.50%

1.50%

RU000A0JTNB6

1.50%

1.50%

1.50%

1.50%

RU000A0JTDY9

1.50%

1.50%

1.50%

1.50%

RU000A0JR878

1.50%

1.50%

1.50%

1.50%

RU000A0JV7W2

1.50%

1.50%

1.50%

1.50%

RU000A0JWTK8

1.50%

1.50%

1.50%

1.50%

RU000A0JUMH3

1.50%

1.50%

1.50%

1.50%

RU000A0JUQ39

1.50%

1.50%

1.50%

1.50%

RU000A0JUV08

1.50%

1.50%

1.50%

1.50%

RU000A0JT6G1

1.50%

1.50%

1.50%

1.50%

RU000A0JU7Y9

1.50%

1.50%

1.50%

1.50%

RU000A0JTKB2

1.50%

1.50%

1.50%

1.50%

RU000A0JTKM9

1.50%

1.50%

1.50%

1.50%

RU000A0JU5S5

1.50%

1.50%

1.50%

1.50%

RU000A0JU609

1.50%

1.50%

1.50%

1.50%

RU000A0JTMG7

1.50%

1.50%

1.50%

1.50%

RU000A0JTMK9

1.50%

1.50%

1.50%

1.50%

RU000A0JWC74

1.50%

1.50%

1.50%

1.50%

RU000A0JWML1

1.50%

1.50%

1.50%

1.50%

RU000A0JW662

1.50%

1.50%

1.50%

1.50%

RU000A0JTR98

1.50%

1.50%

1.50%

1.50%

RU000A0JTRA9

1.50%

1.50%

1.50%

1.50%

RU000A0JS5R1

1.50%

1.50%

1.50%

1.50%

RU000A0JTLJ3

1.50%

1.50%

1.50%

1.50%

RU000A0JR4H6

1.50%

1.50%

1.50%

1.50%

RU000A0JR4J2

1.50%

1.50%

1.50%

1.50%

RU000A0JUVF8

1.50%

1.50%

1.50%

1.50%

RU000A0JU8T7

1.50%

1.50%

1.50%

1.50%

RU000A0JQ7W9

1.50%

1.50%

1.50%

1.50%

RU000A0JUAH8

1.50%

1.50%

1.50%

1.50%

RU000A0JUV57

1.50%

1.50%

1.50%

1.50%

RU000A0JU6U9

1.50%

1.50%

1.50%

1.50%

RU000A0JVYG8

1.50%

1.50%

1.50%

1.50%

RU000A0JS6T5

1.50%

1.50%

1.50%

1.50%

RU000A0JTS22

1.50%

1.50%

1.50%

1.50%

RU000A0JQ1H3

1.50%

1.50%

1.50%

1.50%

RU000A0JRLE8

1.50%

1.50%

1.50%

1.50%

RU000A0JRMB2

1.50%

1.50%

1.50%

1.50%

RU000A0JRMC0

1.50%

1.50%

1.50%

1.50%

XS0884734343

1.50%

1.50%

1.50%

1.50%

RU000A0JPMT8

1.50%

1.50%

1.50%

1.50%

RU000A0JU6A1

1.50%

1.50%

1.50%

1.50%

RU000A0JPTE5

1.50%

1.50%

1.50%

1.50%

RU000A0JTKD8

1.50%

1.50%

1.50%

1.50%

RU000A0JTKC0

1.50%

1.50%

1.50%

1.50%

RU000A0JTR15

1.50%

1.50%

1.50%

1.50%

SU25081RMFS9

1.50%

1.50%

1.50%

1.50%

XS0564087541

1.50%

1.50%

1.50%

1.50%

SU26204RMFS6

1.50%

1.50%

1.50%

1.50%

SU46021RMFS0

1.50%

1.50%

1.50%

1.50%

SU46019RMFS4

1.50%

1.50%

1.50%

1.50%

SU24018RMFS2

1.50%

1.50%

1.50%

1.50%

RU000A0JWCD9

1.50%

1.50%

1.50%

1.50%

RU000A0JWPA7

1.50%

1.50%

1.50%

1.50%

RU000A0JWM31

1.50%

1.50%

1.50%

1.50%

RU000A0JTKJ5

1.50%

1.50%

1.50%

1.50%

RU000A0JV8D0

1.50%

1.50%

1.50%

1.50%

RU000A0JV8G3

1.50%

1.50%

1.50%

1.50%

RU000A0JTQU9

1.50%

1.50%

1.50%

1.50%

RU000A0JTQS3

1.50%

1.50%

1.50%

1.50%

RU000A0JREW5

1.50%

1.50%

1.50%

1.50%

RU000A0JREZ8

1.50%

1.50%

1.50%

1.50%

RU000A0JREX3

1.50%

1.50%

1.50%

1.50%

RU000A0JU9T5

1.50%

1.50%

1.50%

1.50%

RU000A0JU9S7

1.50%

1.50%

1.50%

1.50%

RU000A0JV9D8

1.50%

1.50%

1.50%

1.50%

RU000A0JV9H9

1.50%

1.50%

1.50%

1.50%

XS0889402029

1.50%

1.50%

1.50%

1.50%

RU000A0JV0D7

1.50%

1.50%

1.50%

1.50%

RU000A0JXMJ3

1.50%

1.50%

1.50%

1.50%

RU000A0JUQE1

1.50%

1.50%

1.50%

1.50%

RU000A0JU773

1.50%

1.50%

1.50%

1.50%

RU000A0JVBX1

1.50%

1.50%

1.50%

1.50%

RU000A0JTY40

1.50%

1.50%

1.50%

1.50%

RU000A0JUPW5

1.50%

1.50%

1.50%

1.50%

RU000A0JUGY0

1.50%

1.50%

1.50%

1.50%

RU000A0JU7X1

1.50%

1.50%

1.50%

1.50%

RU000A0JV2A9

1.50%

1.50%

1.50%

1.50%

RU000A0JV292

1.50%

1.50%

1.50%

1.50%

RU000A0JV284

1.50%

1.50%

1.50%

1.50%

RU000A0JV7A8

1.50%

1.50%

1.50%

1.50%

RU000A0JV771

1.50%

1.50%

1.50%

1.50%

RU000A0JV797

1.50%

1.50%

1.50%

1.50%

RU000A0JV7B6

1.50%

1.50%

1.50%

1.50%

RU000A0JV789

1.50%

1.50%

1.50%

1.50%

RU000A0JV7C4

1.50%

1.50%

1.50%

1.50%

RU000A0JV7D2

1.50%

1.50%

1.50%

1.50%

RU000A0JV763

1.50%

1.50%

1.50%

1.50%

RU000A0JV276

1.50%

1.50%

1.50%

1.50%

SU29012RMFS0

1.50%

1.50%

1.50%

1.50%

RU000A0JV1X3

1.50%

1.50%

1.50%

1.50%

RU000A0JV219

1.50%

1.50%

1.50%

1.50%

RU000A0JV1W5

1.50%

1.50%

1.50%

1.50%

RU000A0JV1Y1

1.50%

1.50%

1.50%

1.50%

RU000A0JV201

1.50%

1.50%

1.50%

1.50%

RU000A0JV227

1.50%

1.50%

1.50%

1.50%

RU000A0JV235

1.50%

1.50%

1.50%

1.50%

RU000A0JV243

1.50%

1.50%

1.50%

1.50%

RU000A0JV250

1.50%

1.50%

1.50%

1.50%

RU000A0JV268

1.50%

1.50%

1.50%

1.50%

SU29006RMFS2

1.50%

1.50%

1.50%

1.50%

SU29007RMFS0

1.50%

1.50%

1.50%

1.50%

SU29008RMFS8

1.50%

1.50%

1.50%

1.50%

SU29009RMFS6

1.50%

1.50%

1.50%

1.50%

SU29010RMFS4

1.50%

1.50%

1.50%

1.50%

RU000A0JX132

2.00%

2.00%

2.00%

2.00%

RU000A0JUWB5

2.50%

2.50%

3.00%

3.00%

RU000A0JR043

1.50%

1.50%

3.00%

3.00%

RU000A0JS4Z7

2.50%

2.50%

3.00%

3.00%

SU26208RMFS7

2.50%

2.50%

3.00%

3.00%

XS0863439161

2.50%

2.50%

3.00%

3.00%

RU000A0JW9R7

1.50%

1.50%

3.00%

3.00%

RU000A0JWBN0

2.50%

2.50%

3.00%

3.00%

RU000A0JVL33

2.50%

2.50%

3.00%

3.00%

RU000A0JWEZ8

2.50%

2.50%

3.00%

3.00%

RU000A0JWCB3

2.50%

2.50%

3.00%

3.00%

RU000A0JVEH8

2.50%

2.50%

3.00%

3.00%

RU000A0JVUL6

2.50%

2.50%

3.00%

3.00%

XS0764253455

2.50%

2.50%

3.00%

3.00%

RU000A0JWG96

2.50%

2.50%

3.00%

3.00%

RU000A0JWG05

1.50%

1.50%

3.00%

3.00%

RU000A0JVS10

2.50%

2.50%

3.00%

3.00%

RU000A0JVUY9

2.50%

2.50%

3.00%

3.00%

RU000A0JWGG3

2.50%

2.50%

3.00%

3.00%

RU000A0JWGS8

2.50%

2.50%

3.00%

3.00%

RU000A0JWDU1

2.50%

2.50%

3.00%

3.00%

RU000A0JT874

1.50%

1.50%

3.00%

3.00%

RU000A0JS7H8

2.50%

2.50%

3.00%

3.00%

RU000A0JWGV2

2.50%

2.50%

3.00%

3.00%

RU000A0JWE56

1.50%

1.50%

3.00%

3.00%

RU000A0JUMJ9

2.50%

2.50%

3.00%

3.00%

RU000A0JWH46

2.50%

2.50%

3.00%

3.00%

SU26216RMFS0

2.50%

2.50%

3.00%

3.00%

RU000A0JWK41

2.50%

2.50%

3.00%

3.00%

RU000A0JRZK5

2.50%

2.50%

3.00%

3.00%

RU000A0JVKK9

2.50%

2.50%

3.00%

3.00%

RU000A0JWKN1

2.50%

2.50%

3.00%

3.00%

RU000A0JWL32

5.00%

5.00%

3.00%

3.00%

RU000A0JWNB0

2.50%

2.50%

3.00%

3.00%

RU000A0JWNJ3

2.50%

2.50%

3.00%

3.00%

RU000A0JQ7X7

5.00%

5.00%

3.00%

3.00%

RU000A0JUCR3

2.50%

2.50%

2.50%

2.50%

RU000A0JUCS1

2.50%

2.50%

2.50%

2.50%

RU000A0JUD83

2.50%

2.50%

3.00%

3.00%

RU000A0JWMT4

2.50%

2.50%

3.00%

3.00%

RU000A0JWNV8

5.00%

5.00%

3.00%

3.00%

RU000A0JQ5Q5

5.00%

5.00%

3.00%

3.00%

RU000A0JS488

5.00%

5.00%

3.00%

3.00%

RU000A0JVPR3

5.00%

5.00%

3.00%

3.00%

RU000A0JV987

1.50%

1.50%

3.00%

3.00%

RU000A0JW5J2

1.50%

1.50%

3.00%

3.00%

RU000A0JVA10

1.50%

1.50%

3.00%

3.00%

RU000A0JUU90

5.00%

5.00%

3.00%

3.00%

RU000A0JRV52

5.00%

5.00%

3.00%

3.00%

RU000A0JWWW7

5.00%

5.00%

3.00%

3.00%

RU000A0JUW31

5.00%

5.00%

3.00%

3.00%

RU000A0JWTL6

2.50%

2.50%

3.00%

3.00%

RU000A0JWTN2

1.50%

1.50%

3.00%

3.00%

RU000A0JUW72

5.00%

5.00%

3.00%

3.00%

RU000A0JT2K2

5.00%

5.00%

3.00%

3.00%

RU000A0JWUB5

5.00%

5.00%

3.00%

3.00%

RU000A0JWUD1

2.50%

2.50%

3.00%

3.00%

RU000A0JQCR1

5.00%

5.00%

3.00%

3.00%

RU000A0JT403

5.00%

5.00%

3.00%

3.00%

RU000A0JRUY7

5.00%

5.00%

3.00%

3.00%

SU24019RMFS0

1.50%

1.50%

1.50%

1.50%

RU000A0JXRP9

2.50%

2.50%

3.00%

3.00%

RU000A0JX1S1

5.00%

5.00%

3.00%

3.00%

RU000A0JX2F6

2.50%

2.50%

3.00%

3.00%

RU000A0JX2D1

2.50%

2.50%

3.00%

3.00%

RU000A0JX2R1

5.00%

5.00%

3.00%

3.00%

SU26210RMFS3

5.00%

5.00%

3.00%

3.00%

RU000A0JX5W4

5.00%

5.00%

3.00%

3.00%

SU29011RMFS2

1.50%

1.50%

1.50%

1.50%

RU000A0JTKA4

5.00%

5.00%

3.00%

3.00%

RU000A0JQS09

1.50%

1.50%

3.00%

3.00%

RU000A0JQS74

1.50%

1.50%

3.00%

3.00%

RU000A0JTM36

5.00%

5.00%

3.00%

3.00%

RU000A0JUVG6

5.00%

5.00%

3.00%

3.00%

RU000A0JXJS0

5.00%

5.00%

3.00%

3.00%

RU000A0JVW71

5.00%

5.00%

3.00%

3.00%

RU000A0JRF37

5.00%

5.00%

3.00%

3.00%

RU000A0JXT58

5.00%

5.00%

5.00%

5.00%

RU000A0JRTN2

5.00%

5.00%

5.00%

5.00%

RU000A0JS5E9

1.50%

1.50%

5.00%

5.00%

RU000A0JS5F6

1.50%

1.50%

5.00%

5.00%

RU000A0JRVN8

1.50%

1.50%

5.00%

5.00%

RU000A0JWGT6

5.00%

5.00%

5.00%

5.00%

RU000A0JS5M2

1.50%

1.50%

5.00%

5.00%

RU000A0JWC82

5.00%

5.00%

5.00%

5.00%

RU000A0JVWB3

1.50%

1.50%

5.00%

5.00%

RU000A0JQXG0

2.50%

2.50%

5.00%

5.00%

RU000A0JTU85

5.00%

5.00%

5.00%

5.00%

RU000A0JS6M0

5.00%

5.00%

5.00%

5.00%

RU000A0JXRV7

5.00%

5.00%

5.00%

5.00%

RU000A0JXS75

5.00%

5.00%

5.00%

5.00%

RU000A0JVFJ1

5.00%

5.00%

5.00%

5.00%

RU000A0JXRN4

5.00%

5.00%

5.00%

5.00%

RU000A0JXS59

2.50%

2.50%

5.00%

5.00%

RU000A0JR5F7

5.00%

5.00%

5.00%

5.00%

RU000A0JXTF6

5.00%

5.00%

5.00%

5.00%

SU26214RMFS5

5.00%

5.00%

5.00%

5.00%

RU000A0JWNK1

5.00%

5.00%

5.00%

5.00%

RU000A0JV8Q2

1.50%

1.50%

5.00%

5.00%

RU000A0JVQA7

1.50%

1.50%

5.00%

5.00%

RU000A0JXMQ8

5.00%

5.00%

5.00%

5.00%

RU000A0JR1Y7

5.00%

5.00%

5.00%

5.00%

RU000A0JR217

5.00%

5.00%

5.00%

5.00%

RU000A0JUUU9

1.50%

1.50%

5.00%

5.00%

RU000A0JX009

5.00%

5.00%

5.00%

5.00%

RU000A0JXQD7

5.00%

5.00%

5.00%

5.00%

RU000A0JR209

5.00%

5.00%

5.00%

5.00%

RU000A0JR3G0

5.00%

5.00%

5.00%

5.00%

RU000A0JR3H8

1.50%

1.50%

5.00%

5.00%

RU000A0JXP45

5.00%

5.00%

5.00%

5.00%

RU000A0JUQ39

1.50%

1.50%

5.00%

5.00%

RU000A0JR1Z4

5.00%

5.00%

5.00%

5.00%

RU000A0JWTH4

5.00%

5.00%

5.00%

5.00%

RU000A0JXXD3

5.00%

5.00%

5.00%

5.00%

RU000A0JXXE1

5.00%

5.00%

5.00%

5.00%

RU000A0ZYCP5

5.00%

5.00%

5.00%

5.00%

SU46018RMFS6

7.00%

7.00%

5.00%

5.00%

RU000A0JWUV3

5.00%

5.00%

5.00%

5.00%

RU000A0JVUP7

1.50%

1.50%

5.00%

5.00%

RU000A0JWBE9

7.00%

7.00%

5.00%

5.00%

RU000A0JWBF6

7.00%

7.00%

5.00%

5.00%

RU000A0JWBK6

7.00%

7.00%

5.00%

5.00%

RU000A0JRCX7