03.06.2021 13:08

Risk parameters change on Securities market

CCP NCC sets the following scenarios that are used in stress collateral calculation starting from June 7, 2021:

№	Ticker	SCEN_UP	SCEN_DOWN
1	AFLT	7%	7%
2	ALRS	5%	5%
3	CHMF	5%	5%
4	FIVE	5%	5%
5	GAZP	5%	5%
6	GMKN	5%	5%
7	LKOH	5%	5%
8	MAGN	5%	5%
9	MAIL	5%	5%
10	MGNT	6%	6%
11	MOEX	5%	5%
12	MTSS	5%	5%
13	NLMK	5%	5%
14	NVTK	5%	5%
15	PLZL	13%	13%
16	POLY	6%	6%
17	ROSN	5%	5%
18	SBER	5%	5%
19	SBERP	5%	5%
20	SNGS	6%	6%
21	SNGSP	5%	5%
22	TATN	6%	6%
23	VTBR	5%	5%
24	YNDX	8%	8%
25	IRAO	3%	3%
26	FEES	7%	7%
27	HYDR	5%	5%
28	PHOR	5%	5%
29	RSTI	11%	11%
30	SIBN	5%	5%
31	TATNP	5%	5%
32	FLOT	7%	7%
33	MVID	7%	7%
34	RTKM	7%	7%
35	TRNFP	7%	7%
36	UPRO	7%	7%
37	TCSG	8%	8%
38	BANEP	7%	7%
39	ENRU	7%	7%
40	GLTR	7%	7%
41	RASP	7%	7%
42	AFKS	13%	13%
43	AKRN	10%	10%
44	BANE	10%	10%
45	BSPB	6%	6%
46	CBOM	10%	10%
47	LSNGP	10%	10%
48	MRKP	10%	10%
49	MSNG	10%	10%
50	NKNCP	10%	10%
51	NMTP	10%	10%
52	OGKB	10%	10%
53	RTKMP	10%	10%
54	SELG	17%	17%
55	TGKA	10%	10%
56	VSMO	10%	10%
57	AGRO	12%	12%
58	DSKY	12%	12%
59	GCHE	12%	12%
60	KZOS	12%	12%
61	LNTA	12%	12%
62	LSNG	12%	12%
63	LSRG	12%	12%
64	MRKC	12%	12%
65	MRKV	12%	12%
66	MSRS	12%	12%
67	NKNC	12%	12%
68	PIKK	12%	12%
69	POGR	12%	12%
70	QIWI	12%	12%
71	RSTIP	12%	12%
72	RUAL	12%	12%
73	TGKB	12%	12%
74	TGKD	12%	12%
75	UNAC	12%	12%
76	APTK	15%	15%
77	ETLN	15%	15%
78	HHRU	15%	15%
79	IRGZ	15%	15%
80	MTLR	15%	15%
81	MTLRP	15%	15%
82	OZON	15%	15%
83	SVAV	15%	15%
84	TRMK	15%	15%
85	UWGN	15%	15%

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