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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14.02.2022 16:24

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
MCO-RM	35%	77%	22.02.2022 - 25.02.2022
RHI-RM	35%	77%	22.02.2022 - 25.02.2022
DOW-RM	35%	77%	24.02.2022 - 28.02.2022
BWA-RM	35%	77%	25.02.2022 - 01.03.2022
IPG-RM	35%	77%	25.02.2022 - 01.03.2022
AVY-RM	35%	77%	28.02.2022 - 02.03.2022
FOX-RM	35%	77%	28.02.2022 - 02.03.2022
GS-RM	35%	77%	28.02.2022 - 02.03.2022
HAL-RM	35%	77%	28.02.2022 - 02.03.2022
ODFL-RM	35%	77%	28.02.2022 - 02.03.2022

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