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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23.11.2021 16:10

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
ALL-RM	35%	77%	25.11.2021 – 30.11.2021
KEY-RM	35%	77%	25.11.2021 – 30.11.2021
BELU	35%	77%	29.11.2021 – 01.12.2021
BFB-RM	35%	77%	01.12.2021 – 03.12.2021
PEP-RM	35%	77%	01.12.2021 – 03.12.2021
HAL-RM	35%	77%	07.12.2021 – 09.12.2021
NEM-RM	35%	77%	07.12.2021 – 09.12.2021
PEG-RM	35%	77%	07.12.2021 – 09.12.2021

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