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Source: Moscow Stock Exchange

According to the CCP NCC decision for the following bonds that are accepted as collateral from June 1, 2020, market risk rates will remain unchanged:

Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
S_1_min
S_2_min
S_3_min
1
RU000A0JWHU2
RZD BO-17
27%
30%
33%
27%
30%
33%
2
RU000A0JWK90
Transneft BO-01-001P
15%
18%
21%
15%
18%
21%

MIL OSI

MIL OSI Eurozone and Baltics