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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13.11.2020 17:02

Risk Parameters Change for the Securities

The following risk parameters will be changed:

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

Ticker	Current value	New value	New value effective for
ETLN	35%	77%	18.11.2020 - 20.11.2020
MVID	35%	77%	18.11.2020 - 20.11.2020
NLMK	35%	77%	19.11.2020 - 23.11.2020
PHOR	35%	77%	18.11.2020 - 20.11.2020

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18.11.2020 19.11.2020 20.11.2020 23.11.2020

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