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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18.12.2020 15:10

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
BMY-RM	35%	77%	29.12.2020 - 04.01.2021
CSCO-RM	35%	77%	30.12.2020 - 05.01.2021
DSKY	35%	77%	24.12.2020 - 28.12.2020
GMKN	35%	77%	22.12.2020 - 24.12.2020
MA-RM	35%	77%	05.01.2021 - 08.01.2021
PHOR	35%	77%	23.12.2020 - 25.12.2020

Ticker	Rcl_max	Rch_max	New value effective for
BMY-RM	0.2	0.2	23.12.2020 - 04.01.2021
CSCO-RM	0.2	0.2	24.12.2020 - 05.01.2021
MA-RM	0.2	0.2	29.12.2020 - 08.01.2021

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22.12.2020 24.12.2020 25.12.2020 28.12.2020 23.12.2020 29.12.2020 30.12.2020 31.12.2020 04.01.2021 05.01.2021 06.01.2021 08.01.2021

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