National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

National Clearing Centre

Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

National Mercantile Exchange

Regulated commodity markets

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28.07.2021 17:16

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
KR-RM	35%	77%	11.08.2021 - 13.08.2021
LLY-RM	35%	77%	11.08.2021 - 13.08.2021
SCHW-RM	35%	77%	11.08.2021 - 13.08.2021
WMT-RM	35%	77%	11.08.2021 - 13.08.2021

Ticker	Rcl_max	Rch_max	New value effective for
KR-RM	0.2	0.2	09.08.2021 - 11.08.2021
LLY-RM	0.2	0.2	09.08.2021 - 11.08.2021
SCHW-RM	0.2	0.2	09.08.2021 - 11.08.2021
WMT-RM	0.2	0.2	09.08.2021 - 11.08.2021

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29.07.2021 11.08.2021 13.08.2021

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