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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04.01.2022 16:34

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
CAT-RM	35%	77%	18.01.2022 -20.01.2022
ZTS-RM	35%	77%	18.01.2022 -20.01.2022

Ticker	Rcl_max	Rch_max	New value effective for
CAT-RM	0.2	0.2	13.01.2022 – 18.01.2022
ZTS-RM	0.2	0.2	13.01.2022 – 18.01.2022

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13.01.2022 18.01.2022 20.01.2022

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