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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13.10.2016 22:36

Risk Parameters Change for the Securities RUAL and RUALR

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker	Current value	New value	New value effective for
RUAL	35%	77%	14.10.2016 - 17.10.2016
RUALR	35%	77%	14.10.2016 - 17.10.2016

For further information, please contact the Public Relations Department at (495) 363-3232.

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