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                24.02.2022 14:08

                Risk parameters change on Securities and Derivatives market

                CCP NCC sets the following market risk rates on below dates:

                Ticker Current market risk rates Market rates from
                14:00 24.02.2022
                MR1 MR2 MR3 MR1 MR2 MR3
                1 AFLT 19% 25% 32% 40% 46% 53%
                2 ALRS 19% 25% 32% 40% 46% 53%
                3 CHMF 22% 28% 35% 40% 46% 53%
                4 CNI 19% 31% 42% 40% 46% 53%
                5 CY 7.5% 9.5% 11.5% 15% 17% 19%
                6 DSKY 28% 34% 41% 40% 46% 53%
                7 Eu 7.5% 9.5% 11.5% 15% 17% 19%
                8 FEES 27% 33% 40% 40% 46% 53%
                9 FIVE 19% 25% 32% 40% 46% 53%
                10 FNI 23% 37% 51% 40% 46% 53%
                11 GAZR 19% 25% 32% 40% 46% 53%
                12 GLD 8% 14% 21% 15.5% 21.5% 28.5%
                13 GMKN 25% 31% 38% 40% 46% 53%
                14 HYDR 24% 30% 37% 40% 46% 53%
                15 IRAO 29% 35% 42% 40% 46% 53%
                16 LKOH 19% 25% 32% 40% 46% 53%
                17 MAGN 20% 26% 33% 40% 46% 53%
                18 MGNT 19% 25% 32% 40% 46% 53%
                19 MIX 19% 25% 31% 40% 46% 53%
                20 MMI 21% 34% 46% 40% 46% 53%
                21 MOEX 19% 25% 32% 40% 46% 53%
                22 MTSI 23% 29% 36% 40% 46% 53%
                23 MXI 19% 25% 31% 40% 46% 53%
                24 NLMK 25% 31% 38% 40% 46% 53%
                25 NOTK 20% 26% 33% 40% 46% 53%
                26 OGI 24% 38% 53% 40% 46% 53%
                27 PHOR 19% 25% 32% 40% 46% 53%
                28 PIKK 37% 43% 50% 40% 46% 53%
                29 PLZL 24% 30% 37% 40% 46% 53%
                30 POLY 19% 25% 32% 40% 46% 53%
                31 ROSN 25% 31% 38% 40% 46% 53%
                32 RSTI 25% 31% 38% 40% 46% 53%
                33 RTKM 29% 35% 42% 40% 46% 53%
                34 RTS 19% 25% 31% 40% 46% 53%
                35 RTSM 19% 25% 31% 40% 46% 53%
                36 RUAL 19% 25% 32% 40% 46% 53%
                37 SBPR 23% 29% 36% 40% 46% 53%
                38 SBRF 23% 29% 36% 40% 46% 53%
                39 Si 7.5% 9.5% 11.5% 15% 17% 19%
                40 SIBN 19% 25% 32% 40% 46% 53%
                41 SLV 19% 25% 32% 21.5% 27.5% 34.5%
                42 SNGP 24% 30% 37% 40% 46% 53%
                43 SNGR 24% 30% 37% 40% 46% 53%
                44 TATN 26% 32% 39% 40% 46% 53%
                45 TRNF 25% 31% 38% 40% 46% 53%
                46 VTBR 23% 29% 36% 40% 46% 53%
                47 YNDF 19% 25% 32% 40% 46% 53%
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