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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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14.01.2022 19:32

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
Current value New value
PG-RM 35% 77% 19.01.2022-21.01.2022
AES-RM 35% 77% 28.01.2022-01.02.2022
ALLY-RM 35% 77% 28.01.2022-01.02.2022
HAS-RM 35% 77% 28.01.2022-01.02.2022
HHRU 35% 77% 20.01.2022-24.01.2022
CL-RM 35% 77% 20.01.2022-24.01.2022
LEN-RM 35% 77% 25.01.2022-27.01.2022
MMC-RM 35% 77% 25.01.2022-27.01.2022

 

Ticker Rcl_max Rch_max New value effective for
PG-RM 0.2 0.2 17.01.2022 - 19.01.2022
AES-RM 0.2 0.2 26.01.2022 - 28.01.2022
ALLY-RM 0.2 0.2 26.01.2022 - 28.01.2022
HAS-RM 0.2 0.2 26.01.2022 - 28.01.2022
CL-RM 0.2 0.2 18.01.2022 - 20.01.2022
LEN-RM 0.2 0.2 21.01.2022 - 25.01.2022
MMC-RM 0.2 0.2 21.01.2022 - 25.01.2022
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17.01.2022
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