20 марта 2022, 00:01
Прочитали: 791
Решением НКО НКЦ (АО) до начала торгов 21 марта 2022 г. будут изменены значения ставок рыночного риска, применяемых для определения нижних границ диапазона оценки рыночных рисков по следующим облигациям:
| 1 уровень S_1 | 2 уровень S_2 | 3 уровень S_3 | 1 уровень S_1 | 2 уровень S_2 | 3 уровень S_3 | |||
| 1 | SU25084RMFS3 | ОФЗ 25084 | 7% | 8% | 9% | 11.5% | 11.5% | 11.5% |
| 2 | SU25085RMFS0 | ОФЗ 25085 | 8% | 9% | 10% | 18.0% | 18.0% | 18.0% |
| 3 | SU26207RMFS9 | ОФЗ 26207 | 9% | 10% | 11% | 23.5% | 23.5% | 23.5% |
| 4 | SU26211RMFS1 | ОФЗ 26211 | 5% | 6% | 7% | 7.5% | 7.5% | 7.5% |
| 5 | SU26212RMFS9 | ОФЗ 26212 | 10% | 11% | 12% | 23.5% | 23.5% | 23.5% |
| 6 | SU26215RMFS2 | ОФЗ 26215 | 6% | 7% | 8% | 10.5% | 10.5% | 10.5% |
| 7 | SU26218RMFS6 | ОФЗ 26218 | 11% | 12% | 13% | 31.5% | 31.5% | 31.5% |
| 8 | SU26219RMFS4 | ОФЗ 26219 | 9% | 10% | 11% | 24.0% | 24.0% | 24.0% |
| 9 | SU26220RMFS2 | ОФЗ 26220 | 4% | 5% | 6% | 7.5% | 7.5% | 7.5% |
| 10 | SU26221RMFS0 | ОФЗ 26221 | 12% | 13% | 14% | 30.0% | 30.0% | 30.0% |
| 11 | SU26222RMFS8 | ОФЗ 26222 | 8% | 9% | 10% | 17.0% | 17.0% | 17.0% |
| 12 | SU26223RMFS6 | ОФЗ 26223 | 7% | 8% | 9% | 14.5% | 14.5% | 14.5% |
| 13 | SU26224RMFS4 | ОФЗ 26224 | 10% | 11% | 12% | 28.0% | 28.0% | 28.0% |
| 14 | SU26225RMFS1 | ОФЗ 26225 | 13% | 14% | 15% | 31.5% | 31.5% | 31.5% |
| 15 | SU26226RMFS9 | ОФЗ 26226 | 9% | 10% | 11% | 23.5% | 23.5% | 23.5% |
| 16 | SU26227RMFS7 | ОФЗ 26227 | 8% | 9% | 10% | 15.0% | 15.0% | 15.0% |
| 17 | SU26228RMFS5 | ОФЗ 26228 | 10% | 11% | 12% | 29.5% | 29.5% | 29.5% |
| 18 | SU26229RMFS3 | ОФЗ 26229 | 8% | 9% | 10% | 20.0% | 20.0% | 20.0% |
| 19 | SU26230RMFS1 | ОФЗ 26230 | 18% | 19% | 20% | 35.5% | 35.5% | 35.5% |
| 20 | SU26232RMFS7 | ОФЗ 26232 | 10% | 11% | 12% | 25.5% | 25.5% | 25.5% |
| 21 | SU26233RMFS5 | ОФЗ 26233 | 14% | 15% | 16% | 34.5% | 34.5% | 34.5% |
| 22 | SU26234RMFS3 | ОФЗ 26234 | 8% | 9% | 10% | 20.0% | 20.0% | 20.0% |
| 23 | SU26235RMFS0 | ОФЗ 26235 | 12% | 13% | 14% | 31.0% | 31.0% | 31.0% |
| 24 | SU26236RMFS8 | ОФЗ 26236 | 10% | 11% | 12% | 26.5% | 26.5% | 26.5% |
| 25 | SU26237RMFS6 | ОФЗ 26237 | 10% | 11% | 12% | 29.0% | 29.0% | 29.0% |
| 26 | SU26238RMFS4 | ОФЗ 26238 | 16% | 17% | 18% | 38.0% | 38.0% | 38.0% |
| 27 | SU26239RMFS2 | ОФЗ 26239 | 12% | 13% | 14% | 32.5% | 32.5% | 32.5% |
| 28 | SU26240RMFS0 | ОФЗ 26240 | 15% | 16% | 17% | 33.5% | 33.5% | 33.5% |
| 29 | SU46020RMFS2 | ОФЗ 46020 | 16% | 17% | 18% | 29.0% | 29.0% | 29.0% |
| 30 | SU46022RMFS8 | ОФЗ 46022 | 5% | 6% | 7% | 8.0% | 8.0% | 8.0% |
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Источник: Фридом Финанс
