National Settlement Depository

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

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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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18.10.2021 18:35

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
AA-RM	35%	77%	27.10.2021 - 29.10.2021
CARR-RM	35%	77%	27.10.2021 - 29.10.2021
COST-RM	35%	77%	27.10.2021 - 29.10.2021
MS-RM	35%	77%	27.10.2021 - 29.10.2021
PAYX-RM	35%	77%	28.10.2021 - 01.11.2021

Ticker	Rcl_max	Rch_max	New value effective for
AA-RM	0.2	0.2	25.10.2021 - 27.10.2021
CARR-RM	0.2	0.2	25.10.2021 - 27.10.2021
COST-RM	0.2	0.2	25.10.2021 - 27.10.2021
MS-RM	0.2	0.2	25.10.2021 - 27.10.2021
PAYX-RM	0.2	0.2	26.10.2021 - 28.10.2021

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