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 19.10.2021 1 0 -2.98000000 2.36000000 0.76000000 -27.93 22.07 7.07 2 962.46000000 3 897.97000000 15.10.2021 19:27:32
AA-RM 25.10.2021 1 0 -21.16000000 16.22000000 5.01000000 -28.30 21.70 6.70 2 962.46000000 3 897.97000000 15.10.2021 19:27:32
AA-RM 01.11.2021 1 0 -12.14000000 32.71000000 10.29000000 -8.12 21.88 6.88 2 962.46000000 3 897.97000000 15.10.2021 19:27:32
AA-RM 17.11.2021 1 0 -25.53000000 70.58000000 22.52000000 -7.97 22.03 7.03 2 962.46000000 3 897.97000000 15.10.2021 19:27:32
AA-RM 20.12.2021 1 0 -53.08000000 148.76000000 47.84000000 -7.89 22.11 7.11 2 962.46000000 3 897.97000000 15.10.2021 19:27:32
AA-RM 14.01.2022 1 0 -72.74000000 209.20000000 68.23000000 -7.74 22.26 7.26 2 962.46000000 3 897.97000000 15.10.2021 19:27:32
AAL-RM 19.10.2021 1 0 -1.57000000 0.87000000 0.28000000 -39.93 22.07 7.07 0.00000000 1 430.75000000 15.10.2021 19:27:32
AAL-RM 25.10.2021 1 0 -7.77000000 5.95000000 1.84000000 -28.30 21.70 6.70 0.00000000 1 430.75000000 15.10.2021 19:27:32
AAL-RM 01.11.2021 1 0 -4.46000000 12.01000000 3.78000000 -8.12 21.88 6.88 0.00000000 1 430.75000000 15.10.2021 19:27:32
AAL-RM 17.11.2021 1 0 -9.37000000 25.91000000 8.27000000 -7.97 22.03 7.03 0.00000000 1 430.75000000 15.10.2021 19:27:32
AAL-RM 20.12.2021 1 0 -19.48000000 54.60000000 17.56000000 -7.89 22.11 7.11 0.00000000 1 430.75000000 15.10.2021 19:27:32
AAL-RM 14.01.2022 1 0 -26.70000000 76.79000000 25.04000000 -7.74 22.26 7.26 0.00000000 1 430.75000000 15.10.2021 19:27:32
AAPL-RM 19.10.2021 1 0 -8.08000000 6.17000000 1.98000000 -28.93 22.07 7.07 8 667.95000000 10 197.59000000 15.10.2021 19:27:32
AAPL-RM 25.10.2021 1 0 -55.35000000 42.44000000 13.10000000 -28.30 21.70 6.70 8 667.95000000 10 197.59000000 15.10.2021 19:27:32
AAPL-RM 01.11.2021 1 0 -31.76000000 85.58000000 26.91000000 -8.12 21.88 6.88 8 667.95000000 10 197.59000000 15.10.2021 19:27:32
AAPL-RM 17.11.2021 1 0 -66.80000000 184.65000000 58.92000000 -7.97 22.03 7.03 8 667.95000000 10 197.59000000 15.10.2021 19:27:32
AAPL-RM 20.12.2021 1 0 -138.87000000 389.17000000 125.15000000 -7.89 22.11 7.11 8 667.95000000 10 197.59000000 15.10.2021 19:27:32
AAPL-RM 14.01.2022 1 0 -190.30000000 547.28000000 178.49000000 -7.74 22.26 7.26 8 667.95000000 10 197.59000000 15.10.2021 19:27:32
ABBV-RM 19.10.2021 1 0 -5.93000000 4.68000000 1.50000000 -27.93 22.07 7.07 6 430.01000000 7 747.00000000 15.10.2021 19:27:32
ABBV-RM 25.10.2021 1 0 -42.05000000 32.24000000 9.95000000 -28.30 21.70 6.70 6 430.01000000 7 747.00000000 15.10.2021 19:27:32
ABBV-RM 01.11.2021 1 0 -24.13000000 65.02000000 20.44000000 -8.12 21.88 6.88 6 430.01000000 7 747.00000000 15.10.2021 19:27:32
ABBV-RM 17.11.2021 1 0 -50.75000000 140.27000000 44.76000000 -7.97 22.03 7.03 6 430.01000000 7 747.00000000 15.10.2021 19:27:32
ABBV-RM 20.12.2021 1 0 -105.50000000 295.64000000 95.07000000 -7.89 22.11 7.11 6 430.01000000 7 747.00000000 15.10.2021 19:27:32
ABBV-RM 14.01.2022 1 0 -144.57000000 415.77000000 135.60000000 -7.74 22.26 7.26 6 430.01000000 7 747.00000000 15.10.2021 19:27:32
ABMD-RM 19.10.2021 1 0 -19.01000000 15.02000000 4.81000000 -27.93 22.07 7.07 19 375.58000000 24 840.49000000 15.10.2021 19:27:32
ABMD-RM 25.10.2021 1 0 -134.82000000 103.38000000 31.92000000 -28.30 21.70 6.70 19 375.58000000 24 840.49000000 15.10.2021 19:27:32
ABMD-RM 01.11.2021 1 0 -77.37000000 208.47000000 65.55000000 -8.12 21.88 6.88 19 375.58000000 24 840.49000000 15.10.2021 19:27:32
ABMD-RM 17.11.2021 1 0 -162.72000000 449.78000000 143.53000000 -7.97 22.03 7.03 19 375.58000000 24 840.49000000 15.10.2021 19:27:32
ABMD-RM 20.12.2021 1 0 -338.29000000 947.97000000 304.84000000 -7.89 22.11 7.11 19 375.58000000 24 840.49000000 15.10.2021 19:27:32
ABMD-RM 14.01.2022 1 0 -463.54000000 1 333.14000000 434.80000000 -7.74 22.26 7.26 19 375.58000000 24 840.49000000 15.10.2021 19:27:32
ABRD 19.10.2021 1 0 -0.15000000 0.11900000 0.03800000 -27.93 22.07 7.07 0.00000000 196.34800000 15.10.2021 19:27:32
ABRD 25.10.2021 1 0 -1.06600000 0.81700000 0.25200000 -28.30 21.70 6.70 0.00000000 196.34800000 15.10.2021 19:27:32
ABRD 01.11.2021 1 0 -0.61200000 1.64800000 0.51800000 -8.12 21.88 6.88 0.00000000 196.34800000 15.10.2021 19:27:32
ABRD 17.11.2021 1 0 -1.28600000 3.55500000 1.13500000 -7.97 22.03 7.03 0.00000000 196.34800000 15.10.2021 19:27:32
ABRD 20.12.2021 1 0 -2.67400000 7.49300000 2.41000000 -7.89 22.11 7.11 0.00000000 196.34800000 15.10.2021 19:27:32
ABRD 14.01.2022 1 0 -3.66400000 10.53800000 3.43700000 -7.74 22.26 7.26 0.00000000 196.34800000 15.10.2021 19:27:32
ABT-RM 19.10.2021 1 0 -6.40000000 5.06000000 1.62000000 -27.93 22.07 7.07 7 107.65000000 8 361.94000000 15.10.2021 19:27:32
ABT-RM 25.10.2021 1 0 -45.38000000 34.80000000 10.74000000 -28.30 21.70 6.70 7 107.65000000 8 361.94000000 15.10.2021 19:27:32
ABT-RM 01.11.2021 1 0 -26.04000000 70.18000000 22.07000000 -8.12 21.88 6.88 7 107.65000000 8 361.94000000 15.10.2021 19:27:32
ABT-RM 17.11.2021 1 0 -54.78000000 151.41000000 48.32000000 -7.97 22.03 7.03 7 107.65000000 8 361.94000000 15.10.2021 19:27:32
ABT-RM 20.12.2021 1 0 -113.88000000 319.11000000 102.62000000 -7.89 22.11 7.11 7 107.65000000 8 361.94000000 15.10.2021 19:27:32
ABT-RM 14.01.2022 1 0 -156.04000000 448.77000000 146.36000000 -7.74 22.26 7.26 7 107.65000000 8 361.94000000 15.10.2021 19:27:32
ACAD-RM 19.10.2021 1 0 -1.36000000 0.77000000 0.25000000 -38.93 22.07 7.07 0.00000000 1 276.52000000 15.10.2021 19:27:32
ACAD-RM 25.10.2021 1 0 -6.93000000 5.31000000 1.64000000 -28.30 21.70 6.70 0.00000000 1 276.52000000 15.10.2021 19:27:32
ACAD-RM 01.11.2021 1 0 -3.98000000 10.71000000 3.37000000 -8.12 21.88 6.88 0.00000000 1 276.52000000 15.10.2021 19:27:32
ACAD-RM 17.11.2021 1 0 -8.36000000 23.11000000 7.38000000 -7.97 22.03 7.03 0.00000000 1 276.52000000 15.10.2021 19:27:32
ACAD-RM 20.12.2021 1 0 -17.38000000 48.72000000 15.67000000 -7.89 22.11 7.11 0.00000000 1 276.52000000 15.10.2021 19:27:32
ACAD-RM 14.01.2022 1 0 -23.82000000 68.51000000 22.34000000 -7.74 22.26 7.26 0.00000000 1 276.52000000 15.10.2021 19:27:32
ACKO 19.10.2021 1 0 -0.00430000 0.00340000 0.00110000 -27.93 22.07 7.07 0.00000000 5.55570000 15.10.2021 19:27:32
ACKO 25.10.2021 1 0 -0.03020000 0.02310000 0.00710000 -28.30 21.70 6.70 0.00000000 5.55570000 15.10.2021 19:27:32