Risk Parameters on the Moscow Exchange after May 4, 2016

Due to May Public Holiday in Russia NCC Clearing Bank is decreasing the risk parameters for the period from May 4, 2016 .

In FX and Precious Metals Market risk parameters decrease will be divided in two stages: starting from May 5, 2016 and May 11, 2016.

Risk parameters for FX and Precious Metals Market

In Securities Market risk parameters decrease will be done in two stages for shares (starting from May 05, 2016 and May 11, 2016) and in one stage for bonds (starting from May 11, 2016).

Risk parameters for shares (Securities Market)

Risk parameters for bonds (Securities Market)

In Derivatives Market risk parameters decrease will be done in two stages: starting from 19-00 May 04, 2016 and 19-00 May 10, 2016.

Risk Parameters for Derivatives Market

FX Risk Rate for Standardised OTC Derivatives Market will be equal to 8% starting from 17-00 May 10, 2016.

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