Динамические риск-параметры процентных рисков на фондовом рынке

Динамические риск-параметры процентных рисков на фондовом рынке

Инструмент Дата расчетов Диа-пазон Начало диапазона, шт. Конец диапазона, шт. Нижняя граница, руб. Верхняя граница, руб. Расчетная ставка РЕПО, руб. Нижняя граница, % Верхняя граница, % Расчетная ставка РЕПО, % Расчетная цена с учетом дисконта, руб. Расчетная цена (с НКД), руб. Дата и время фиксации/ изменения параметров
AA-RM 28.09.2021 1 0 -3.41000000 2.11000000 0.66000000 -35.21 21.79 6.79 2 685.06000000 3 532.97000000 24.09.2021 21:00:00
AA-RM 04.10.2021 1 0 -19.21000000 14.67000000 4.51000000 -28.35 21.65 6.65 2 685.06000000 3 532.97000000 24.09.2021 21:00:00
AA-RM 11.10.2021 1 0 -11.30000000 29.35000000 9.03000000 -8.34 21.66 6.66 2 685.06000000 3 532.97000000 24.09.2021 21:00:00
AA-RM 27.10.2021 1 0 -24.13000000 62.98000000 19.43000000 -8.31 21.69 6.69 2 685.06000000 3 532.97000000 24.09.2021 21:00:00
AA-RM 29.11.2021 1 0 -50.19000000 132.75000000 41.28000000 -8.23 21.77 6.77 2 685.06000000 3 532.97000000 24.09.2021 21:00:00
AA-RM 24.12.2021 1 0 -69.42000000 186.11000000 58.35000000 -8.15 21.85 6.85 2 685.06000000 3 532.97000000 24.09.2021 21:00:00
AAL-RM 28.09.2021 1 0 -1.25000000 0.93000000 0.29000000 -29.21 21.79 6.79 0.00000000 1 558.01000000 24.09.2021 21:00:00
AAL-RM 04.10.2021 1 0 -8.47000000 6.47000000 1.99000000 -28.35 21.65 6.65 0.00000000 1 558.01000000 24.09.2021 21:00:00
AAL-RM 11.10.2021 1 0 -4.98000000 12.94000000 3.98000000 -8.34 21.66 6.66 0.00000000 1 558.01000000 24.09.2021 21:00:00
AAL-RM 27.10.2021 1 0 -10.64000000 27.78000000 8.57000000 -8.31 21.69 6.69 0.00000000 1 558.01000000 24.09.2021 21:00:00
AAL-RM 29.11.2021 1 0 -22.13000000 58.54000000 18.21000000 -8.23 21.77 6.77 0.00000000 1 558.01000000 24.09.2021 21:00:00
AAL-RM 24.12.2021 1 0 -30.61000000 82.08000000 25.73000000 -8.15 21.85 6.85 0.00000000 1 558.01000000 24.09.2021 21:00:00
AAPL-RM 28.09.2021 1 0 -8.52000000 6.35000000 1.98000000 -29.21 21.79 6.79 9 047.51000000 10 644.13000000 24.09.2021 21:00:00
AAPL-RM 04.10.2021 1 0 -57.87000000 44.20000000 13.57000000 -28.35 21.65 6.65 9 047.51000000 10 644.13000000 24.09.2021 21:00:00
AAPL-RM 11.10.2021 1 0 -34.05000000 88.43000000 27.19000000 -8.34 21.66 6.66 9 047.51000000 10 644.13000000 24.09.2021 21:00:00
AAPL-RM 27.10.2021 1 0 -72.70000000 189.76000000 58.53000000 -8.31 21.69 6.69 9 047.51000000 10 644.13000000 24.09.2021 21:00:00
AAPL-RM 29.11.2021 1 0 -151.20000000 399.96000000 124.38000000 -8.23 21.77 6.77 9 047.51000000 10 644.13000000 24.09.2021 21:00:00
AAPL-RM 24.12.2021 1 0 -209.15000000 560.73000000 175.79000000 -8.15 21.85 6.85 9 047.51000000 10 644.13000000 24.09.2021 21:00:00
ABBV-RM 28.09.2021 1 0 -6.22000000 4.64000000 1.45000000 -29.21 21.79 6.79 6 454.95000000 7 777.05000000 24.09.2021 21:00:00
ABBV-RM 04.10.2021 1 0 -42.28000000 32.29000000 9.92000000 -28.35 21.65 6.65 6 454.95000000 7 777.05000000 24.09.2021 21:00:00
ABBV-RM 11.10.2021 1 0 -24.88000000 64.61000000 19.87000000 -8.34 21.66 6.66 6 454.95000000 7 777.05000000 24.09.2021 21:00:00
ABBV-RM 27.10.2021 1 0 -53.12000000 138.64000000 42.76000000 -8.31 21.69 6.69 6 454.95000000 7 777.05000000 24.09.2021 21:00:00
ABBV-RM 29.11.2021 1 0 -110.47000000 292.23000000 90.88000000 -8.23 21.77 6.77 6 454.95000000 7 777.05000000 24.09.2021 21:00:00
ABBV-RM 24.12.2021 1 0 -152.81000000 409.69000000 128.44000000 -8.15 21.85 6.85 6 454.95000000 7 777.05000000 24.09.2021 21:00:00
ABMD-RM 28.09.2021 1 0 -27.30000000 15.17000000 4.73000000 -39.21 21.79 6.79 19 823.26000000 25 414.44000000 24.09.2021 21:00:00
ABMD-RM 04.10.2021 1 0 -138.18000000 105.52000000 32.41000000 -28.35 21.65 6.65 19 823.26000000 25 414.44000000 24.09.2021 21:00:00
ABMD-RM 11.10.2021 1 0 -81.30000000 211.14000000 64.92000000 -8.34 21.66 6.66 19 823.26000000 25 414.44000000 24.09.2021 21:00:00
ABMD-RM 27.10.2021 1 0 -173.58000000 453.07000000 139.74000000 -8.31 21.69 6.69 19 823.26000000 25 414.44000000 24.09.2021 21:00:00
ABMD-RM 29.11.2021 1 0 -361.02000000 954.96000000 296.97000000 -8.23 21.77 6.77 19 823.26000000 25 414.44000000 24.09.2021 21:00:00
ABMD-RM 24.12.2021 1 0 -499.38000000 1 338.82000000 419.72000000 -8.15 21.85 6.85 19 823.26000000 25 414.44000000 24.09.2021 21:00:00
ABRD 28.09.2021 1 0 -0.14900000 0.11500000 0.03600000 -28.21 21.79 6.79 0.00000000 192.35700000 24.09.2021 21:00:00
ABRD 04.10.2021 1 0 -1.04600000 0.79900000 0.24500000 -28.35 21.65 6.65 0.00000000 192.35700000 24.09.2021 21:00:00
ABRD 11.10.2021 1 0 -0.61500000 1.59800000 0.49100000 -8.34 21.66 6.66 0.00000000 192.35700000 24.09.2021 21:00:00
ABRD 27.10.2021 1 0 -1.31400000 3.42900000 1.05800000 -8.31 21.69 6.69 0.00000000 192.35700000 24.09.2021 21:00:00
ABRD 29.11.2021 1 0 -2.73200000 7.22800000 2.24800000 -8.23 21.77 6.77 0.00000000 192.35700000 24.09.2021 21:00:00
ABRD 24.12.2021 1 0 -3.78000000 10.13300000 3.17700000 -8.15 21.85 6.85 0.00000000 192.35700000 24.09.2021 21:00:00
ABT-RM 28.09.2021 1 0 -9.00000000 5.41000000 1.69000000 -36.21 21.79 6.79 7 709.64000000 9 070.16000000 24.09.2021 21:00:00
ABT-RM 04.10.2021 1 0 -49.31000000 37.66000000 11.57000000 -28.35 21.65 6.65 7 709.64000000 9 070.16000000 24.09.2021 21:00:00
ABT-RM 11.10.2021 1 0 -29.01000000 75.35000000 23.17000000 -8.34 21.66 6.66 7 709.64000000 9 070.16000000 24.09.2021 21:00:00
ABT-RM 27.10.2021 1 0 -61.95000000 161.70000000 49.87000000 -8.31 21.69 6.69 7 709.64000000 9 070.16000000 24.09.2021 21:00:00
ABT-RM 29.11.2021 1 0 -128.84000000 340.82000000 105.99000000 -8.23 21.77 6.77 7 709.64000000 9 070.16000000 24.09.2021 21:00:00
ABT-RM 24.12.2021 1 0 -178.22000000 477.81000000 149.79000000 -8.15 21.85 6.85 7 709.64000000 9 070.16000000 24.09.2021 21:00:00
ACAD-RM 28.09.2021 1 0 -1.34000000 0.75000000 0.23000000 -39.21 21.79 6.79 0.00000000 1 250.51000000 24.09.2021 21:00:00
ACAD-RM 04.10.2021 1 0 -6.80000000 5.19000000 1.59000000 -28.35 21.65 6.65 0.00000000 1 250.51000000 24.09.2021 21:00:00
ACAD-RM 11.10.2021 1 0 -4.00000000 10.39000000 3.19000000 -8.34 21.66 6.66 0.00000000 1 250.51000000 24.09.2021 21:00:00
ACAD-RM 27.10.2021 1 0 -8.54000000 22.29000000 6.88000000 -8.31 21.69 6.69 0.00000000 1 250.51000000 24.09.2021 21:00:00
ACAD-RM 29.11.2021 1 0 -17.76000000 46.99000000 14.61000000 -8.23 21.77 6.77 0.00000000 1 250.51000000 24.09.2021 21:00:00
ACAD-RM 24.12.2021 1 0 -24.57000000 65.88000000 20.65000000 -8.15 21.85 6.85 0.00000000 1 250.51000000 24.09.2021 21:00:00
ACKO 28.09.2021 1 0 -0.00430000 0.00330000 0.00100000 -28.21 21.79 6.79 0.00000000 5.59580000 24.09.2021 21:00:00
ACKO 04.10.2021 1 0 -0.03040000 0.02320000 0.00710000 -28.35 21.65 6.65 0.00000000 5.59580000 24.09.2021 21:00:00