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                28.05.2020 16:15

                Risk parameters on Securities market

                According to the CCP NCC decision for the following bonds that are accepted as collateral from June 1, 2020, market risk rates will remain unchanged:

                Ticker Description Current market risk rates New market risk rates
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 RU000A0JWHU2 RZD BO-17 27% 30% 33% 27% 30% 33%
                2 RU000A0JWK90 Transneft BO-01-001P 15% 18% 21% 15% 18% 21%
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