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                09.06.2020 13:08

                Risk parameters change

                CCP NCC sets the following risk parameters

                1. on FX market starting from June 10, 2020:
                № Underlying Current market risk rates New Market risk rates
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 USD 8% 10% 12% 6% 8% 10%
                2 EUR 8% 10% 12% 6% 8% 10%
                3 CNY 8% 10% 12% 6% 8% 10%
                4 HKD 8% 10% 12% 6% 8% 10%
                5 GBP 8% 10% 12% 7% 9% 11%
                6 CHF 8% 10% 12% 7% 9% 11%
                7 SLV 13% 19% 26% 12% 18% 25%
                8 EURF 12% 14% 16% 10% 12% 14%
                9 USDF 12% 14% 16% 10% 12% 14%
                10 USDW 12% 14% 16% 10% 12% 14%
                1. on Derivatives market starting from 7:00 pm June 9, 2020:
                № Underlying Current market risk rates New Market risk rates
                MR1 MR2 MR3 MR1 MR2 MR3
                1 Si 8% 10% 12% 6% 8% 10%
                2 Eu 8% 10% 12% 6% 8% 10%
                3 CY 8% 10% 12% 6% 8% 10%
                4 BR 30% 35% 43% 20% 25% 33%
                5 CL 60% 65% 73% 30% 35% 43%
                6 GOLD 8% 11% 16% 6% 9% 14%
                7 SILV 20% 25% 33% 10% 15% 23%
                8 SLV 13% 19% 26% 12% 18% 25%
                9 MIX 13% 19% 25% 10% 16% 22%
                10 MXI 13% 19% 25% 10% 16% 22%
                11 RTS 15% 21% 27% 12% 18% 24%
                12 AFLT 20% 26% 37% 17% 23% 34%
                13 ALRS 20% 26% 37% 17% 23% 34%
                14 CHMF 20% 26% 39% 17% 23% 36%
                15 FEES 21% 30% 47% 18% 27% 44%
                16 GAZR 20% 24% 31% 17% 21% 28%
                17 GMKR 20% 24% 31% 17% 21% 28%
                18 HYDR 20% 26% 39% 17% 23% 36%
                19 LKOH 20% 24% 31% 17% 21% 28%
                20 MAGN 20% 26% 37% 17% 23% 34%
                21 MGNT 20% 27% 41% 17% 24% 38%
                22 MOEX 20% 26% 34% 17% 23% 31%
                23 MTSI 20% 26% 37% 17% 23% 34%
                24 NLMK 20% 27% 41% 17% 24% 38%
                25 NOTK 20% 26% 37% 17% 23% 34%
                26 RTKM 23% 33% 45% 20% 30% 42%
                27 SBPR 20% 23% 30% 17% 20% 27%
                28 SBRF 20% 24% 31% 17% 21% 28%
                29 SNGP 20% 24% 31% 17% 21% 28%
                30 SNGR 20% 26% 37% 17% 23% 34%
                31 TATN 20% 27% 40% 17% 24% 37%
                32 TRNF 20% 26% 39% 17% 23% 36%
                33 VTBR 20% 24% 31% 17% 21% 28%
                34 YNDF 20% 25% 35% 17% 22% 32%
                1. on Standardized OTC derivatives market starting from 7:00 pm June 9, 2020:
                № Description Currency Current risk rates New risk rate
                1 FX Risk Rate CHF 8% 7%
                2 FX Risk Rate USD 8% 6%
                3 FX Risk Rate EUR 8% 6%
                1. on Securities market starting from June 10, 2020:
                № Underlying Current market risk rates New Market risk rates
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 AFLT 20% 26% 37% 17% 23% 34%
                2 ALRS 20% 26% 37% 17% 23% 34%
                3 CHMF 20% 26% 39% 17% 23% 36%
                4 FEES 21% 30% 47% 18% 27% 44%
                5 GAZP 20% 24% 31% 17% 21% 28%
                6 GMKN 20% 24% 31% 17% 21% 28%
                7 HYDR 20% 26% 39% 17% 23% 36%
                8 LKOH 20% 24% 31% 17% 21% 28%
                9 MAGN 20% 26% 37% 17% 23% 34%
                10 MGNT 20% 27% 41% 17% 24% 38%
                11 MOEX 20% 26% 34% 17% 23% 31%
                12 MTSS 20% 26% 37% 17% 23% 34%
                13 NLMK 20% 27% 41% 17% 24% 38%
                14 NVTK 20% 26% 37% 17% 23% 34%
                15 RTKM 23% 33% 45% 20% 30% 42%
                16 SBER 20% 24% 31% 17% 21% 28%
                17 SBERP 20% 23% 30% 17% 20% 27%
                18 SNGS 20% 26% 37% 17% 23% 34%
                19 SNGSP 20% 24% 31% 17% 21% 28%
                20 TATN 20% 27% 40% 17% 24% 37%
                21 TRNFP 20% 26% 39% 17% 23% 36%
                22 VTBR 20% 24% 31% 17% 21% 28%
                23 YNDX 20% 25% 35% 17% 22% 32%
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                09.06.202010.06.2020
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