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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15.02.2022 15:52

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
SNA-RM	35%	77%	17.02.2022 - 22.02.2022
HON-RM	35%	77%	22.02.2022 - 25.02.2022
RTX-RM	35%	77%	22.02.2022 - 25.02.2022
DOV-RM	35%	77%	24.02.2022 - 28.02.2022
VMC-RM	35%	77%	25.02.2022 - 01.03.2022
ES-RM	35%	77%	01.03.2022 - 03.03.2022
MOS-RM	35%	77%	01.03.2022 - 03.03.2022
QCOM-RM	35%	77%	01.03.2022 - 03.03.2022

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