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                04.08.2017 09:55

                Risk Parameters Change on Securities market

                NCC Bank is changing the following risk parameters on Securities market starting from August 10, 2017:

                1. IM rates for FESH and URKA shares:
                Ticker Issuer Name Current IM rates New IM rates
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 FESH DVMP ao 70% 80% 95% 100% 100% 100%
                2 URKA Uralkaliy 25% 35% 45% 35% 49% 78%
                1. IR risk downward and upward scenarios for GC Bonds, GC Sovereign and GC Shares:
                Ticker Description Tenor

                Current value

                IR risk (downward scenario)

                New value

                IR risk (downward scenario)

                Current value

                IR risk (upward scenario)

                New value

                IR risk (upward scenario)

                RU000A0JW4Z1

                RU000A0JWKF7

                RU000A0JWKG5

                GC Bonds

                GC Sovereign

                GC Shares

                Y0/Y1 15% 11% 15% 11%
                Y0/Y1W
                Y0/Y2W
                Y0/Y1M
                Y0/Y2M
                Y0/Y3M
                1. AFKS shares will be excluded from the list of assets that can be accepted as collateral:
                Ticker Issuer Name Eligible collateral
                1 AFKS AFK Sistema No

                 

                 

                For further information, please contact the Public Relations Department at (495) 363-3232.

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