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
AAPL 02.06.2020 1 0 4 306 -18.19000000 12.55000000 3.33000000 -29.58 20.42 5.42 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 02.06.2020 2 4 306 21 532 -18.19000000 12.55000000 3.33000000 -29.58 20.42 5.42 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 02.06.2020 3 21 532 -18.19000000 12.55000000 3.33000000 -29.58 20.42 5.42 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 08.06.2020 1 0 4 306 -127.30000000 87.88000000 23.33000000 -29.58 20.42 5.42 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 08.06.2020 2 4 306 21 532 -127.30000000 87.88000000 23.33000000 -29.58 20.42 5.42 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 08.06.2020 3 21 532 -127.30000000 87.88000000 23.33000000 -29.58 20.42 5.42 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 15.06.2020 1 0 4 306 -82.54000000 175.67000000 46.57000000 -9.59 20.41 5.41 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 15.06.2020 2 4 306 21 532 -82.54000000 175.67000000 46.57000000 -9.59 20.41 5.41 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 15.06.2020 3 21 532 -82.54000000 175.67000000 46.57000000 -9.59 20.41 5.41 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 01.07.2020 1 0 4 306 -179.09000000 374.23000000 97.57000000 -9.71 20.29 5.29 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 01.07.2020 2 4 306 21 532 -179.09000000 374.23000000 97.57000000 -9.71 20.29 5.29 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 01.07.2020 3 21 532 -179.09000000 374.23000000 97.57000000 -9.71 20.29 5.29 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 03.08.2020 1 0 4 306 -384.23000000 777.75000000 196.76000000 -9.92 20.08 5.08 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 03.08.2020 2 4 306 21 532 -384.23000000 777.75000000 196.76000000 -9.92 20.08 5.08 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 03.08.2020 3 21 532 -384.23000000 777.75000000 196.76000000 -9.92 20.08 5.08 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 28.08.2020 1 0 4 306 -547.52000000 1 075.56000000 264.02000000 -10.12 19.88 4.88 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 28.08.2020 2 4 306 21 532 -547.52000000 1 075.56000000 264.02000000 -10.12 19.88 4.88 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
AAPL 28.08.2020 3 21 532 -547.52000000 1 075.56000000 264.02000000 -10.12 19.88 4.88 17 952.31000000 22 440.39000000 29.05.2020 19:25:07
ABRD 02.06.2020 1 0 2 000 -0.10700000 0.07400000 0.02000000 -29.58 20.42 5.42 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 02.06.2020 2 2 000 2 001 -0.10700000 0.07400000 0.02000000 -29.58 20.42 5.42 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 02.06.2020 3 2 001 -0.10700000 0.07400000 0.02000000 -29.58 20.42 5.42 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 08.06.2020 1 0 2 000 -0.74600000 0.51500000 0.13700000 -29.58 20.42 5.42 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 08.06.2020 2 2 000 2 001 -0.74600000 0.51500000 0.13700000 -29.58 20.42 5.42 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 08.06.2020 3 2 001 -0.74600000 0.51500000 0.13700000 -29.58 20.42 5.42 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 15.06.2020 1 0 2 000 -0.48300000 1.02900000 0.27300000 -9.59 20.41 5.41 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 15.06.2020 2 2 000 2 001 -0.48300000 1.02900000 0.27300000 -9.59 20.41 5.41 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 15.06.2020 3 2 001 -0.48300000 1.02900000 0.27300000 -9.59 20.41 5.41 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 01.07.2020 1 0 2 000 -1.04900000 2.19200000 0.57100000 -9.71 20.29 5.29 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 01.07.2020 2 2 000 2 001 -1.04900000 2.19200000 0.57100000 -9.71 20.29 5.29 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 01.07.2020 3 2 001 -1.04900000 2.19200000 0.57100000 -9.71 20.29 5.29 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 03.08.2020 1 0 2 000 -2.25000000 4.55500000 1.15200000 -9.92 20.08 5.08 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 03.08.2020 2 2 000 2 001 -2.25000000 4.55500000 1.15200000 -9.92 20.08 5.08 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 03.08.2020 3 2 001 -2.25000000 4.55500000 1.15200000 -9.92 20.08 5.08 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 28.08.2020 1 0 2 000 -3.20700000 6.29900000 1.54600000 -10.12 19.88 4.88 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 28.08.2020 2 2 000 2 001 -3.20700000 6.29900000 1.54600000 -10.12 19.88 4.88 0.00000000 131.42200000 29.05.2020 19:25:07
ABRD 28.08.2020 3 2 001 -3.20700000 6.29900000 1.54600000 -10.12 19.88 4.88 0.00000000 131.42200000 29.05.2020 19:25:07
ACKO 02.06.2020 1 0 2 000 -0.00410000 0.00280000 0.00080000 -29.58 20.42 5.42 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 02.06.2020 2 2 000 2 001 -0.00410000 0.00280000 0.00080000 -29.58 20.42 5.42 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 02.06.2020 3 2 001 -0.00410000 0.00280000 0.00080000 -29.58 20.42 5.42 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 08.06.2020 1 0 2 000 -0.02870000 0.01980000 0.00530000 -29.58 20.42 5.42 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 08.06.2020 2 2 000 2 001 -0.02870000 0.01980000 0.00530000 -29.58 20.42 5.42 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 08.06.2020 3 2 001 -0.02870000 0.01980000 0.00530000 -29.58 20.42 5.42 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 15.06.2020 1 0 2 000 -0.01860000 0.03960000 0.01050000 -9.59 20.41 5.41 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 15.06.2020 2 2 000 2 001 -0.01860000 0.03960000 0.01050000 -9.59 20.41 5.41 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 15.06.2020 3 2 001 -0.01860000 0.03960000 0.01050000 -9.59 20.41 5.41 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 01.07.2020 1 0 2 000 -0.04040000 0.08430000 0.02200000 -9.71 20.29 5.29 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 01.07.2020 2 2 000 2 001 -0.04040000 0.08430000 0.02200000 -9.71 20.29 5.29 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 01.07.2020 3 2 001 -0.04040000 0.08430000 0.02200000 -9.71 20.29 5.29 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 03.08.2020 1 0 2 000 -0.08660000 0.17530000 0.04430000 -9.92 20.08 5.08 0.00000000 5.05700000 29.05.2020 19:25:07
ACKO 03.08.2020 2 2 000 2 001 -0.08660000 0.17530000 0.04430000 -9.92 20.08 5.08 0.00000000 5.05700000 29.05.2020 19:25:07