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                20.04.2021 11:36

                Risk Parameters on Moscow Exchange during May Holidays

                If market volatility does not significantly increase, CCP NCC will set the following risk parameters (listed in the tables below):

                • on FX and precious metals market, Securities market from April 30, 2021 through May 4, 2021;
                • on Derivatives market and Standardized OTC Derivatives market from 7:00 pm April 29, 2021 till 7:00 pm May 4, 2021.

                FX and Precious Metals, Equity & Bond and Deposit, Derivatives, Standardized OTC Derivatives Markets will operate as usual on May 10, 2021. NCC will carry out clearing mark-to-market sessions and issue margin calls which are to be fulfilled within the time frames specified in the Clearing Rules.
                FX and precious metals market

                No Currency Market risk rates
                from April 30, 2021 through May 4, 2021
                Market risk rates
                from May 5, 2021
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 USD 7.50% 9.50% 11.50% 6.00% 8.00% 10.00%
                2 EUR 7.50% 9.50% 11.50% 6.00% 8.00% 10.00%
                3 CNY 7.50% 9.50% 11.50% 6.00% 8.00% 10.00%
                4 HKD 7.50% 9.50% 11.50% 6.00% 8.00% 10.00%
                5 CHF 9.00% 11.00% 13.00% 7.00% 9.00% 11.00%

                Securities market

                Foreign shares:

                No Asset Market risk rates
                from April 30, 2021 through May 4, 2021
                Market risk rates
                from May 5, 2021
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 BIIB-RM 23.0% 33.0% 44.0% 17.0% 27.0% 38.0%
                2 AMD-RM 29.0% 43.0% 59.0% 24.0% 38.0% 54.0%
                3 BIDU-RM 22.0% 32.0% 43.0% 17.0% 27.0% 38.0%
                4 FCX-RM 28.0% 42.0% 57.0% 23.0% 37.0% 52.0%
                5 NFLX-RM 28.0% 41.0% 56.0% 23.0% 36.0% 51.0%
                6 SONY-RM 20.0% 29.0% 39.0% 15.0% 24.0% 34.0%
                7 TSLA-RM 28.0% 41.0% 56.0% 23.0% 36.0% 51.0%
                8 TWTR-RM 29.0% 43.0% 59.0% 24.0% 38.0% 54.0%
                9 AVGO-RM 20.0% 29.0% 40.0% 16.0% 25.0% 36.0%
                10 BABA-RM 19.0% 28.0% 38.0% 15.0% 24.0% 34.0%
                11 BKR-RM 22.0% 33.0% 45.0% 18.0% 29.0% 41.0%
                12 CAT-RM 18.0% 26.0% 35.0% 14.0% 22.0% 31.0%
                13 CRM-RM 20.0% 30.0% 41.0% 16.0% 26.0% 37.0%
                14 CVX-RM 18.0% 25.0% 34.0% 14.0% 21.0% 30.0%
                15 DIS-RM 18.0% 26.0% 35.0% 14.0% 22.0% 31.0%
                16 EA-RM 20.0% 29.0% 40.0% 16.0% 25.0% 36.0%
                17 FB-RM 21.0% 31.0% 42.0% 17.0% 27.0% 38.0%
                18 FDX-RM 19.0% 28.0% 38.0% 15.0% 24.0% 34.0%
                19 GE-RM 20.0% 29.0% 40.0% 16.0% 25.0% 36.0%
                20 GM-RM 20.0% 29.0% 40.0% 16.0% 25.0% 36.0%
                21 MPC-RM 24.0% 36.0% 49.0% 20.0% 32.0% 45.0%
                22 MU-RM 23.0% 34.0% 46.0% 19.0% 30.0% 42.0%
                23 NOW-RM 22.0% 32.0% 44.0% 18.0% 28.0% 40.0%
                24 QCOM-RM 19.0% 28.0% 38.0% 15.0% 24.0% 34.0%
                25 TGT-RM 18.0% 25.0% 34.0% 14.0% 21.0% 30.0%
                26 AAPL-RM 17.0% 25.0% 34.0% 14.0% 22.0% 31.0%
                27 ABT-RM 15.0% 22.0% 30.0% 12.0% 19.0% 27.0%
                28 ABBV-RM 18.0% 27.0% 37.0% 15.0% 24.0% 34.0%
                29 ADBE-RM 17.0% 25.0% 34.0% 14.0% 22.0% 31.0%
                30 AMAT-RM 19.0% 28.0% 39.0% 16.0% 25.0% 36.0%
                31 AMZN-RM 19.0% 28.0% 39.0% 16.0% 25.0% 36.0%
                32 ATVI-RM 18.0% 27.0% 37.0% 15.0% 24.0% 34.0%
                33 BKNG-RM 19.0% 29.0% 39.0% 16.0% 26.0% 36.0%
                34 BMY-RM 17.0% 25.0% 34.0% 14.0% 22.0% 31.0%
                35 BRKB-RM 15.0% 22.0% 30.0% 12.0% 19.0% 27.0%
                36 COP-RM 20.0% 30.0% 41.0% 17.0% 27.0% 38.0%
                37 DD-RM 19.0% 29.0% 39.0% 16.0% 26.0% 36.0%
                38 EBAY-RM 19.0% 29.0% 39.0% 16.0% 26.0% 36.0%
                39 GILD-RM 18.0% 27.0% 37.0% 15.0% 24.0% 34.0%
                40 HON-RM 16.0% 24.0% 33.0% 13.0% 21.0% 30.0%
                41 HPQ-RM 21.0% 31.0% 43.0% 18.0% 28.0% 40.0%
                42 IBM-RM 16.0% 23.0% 32.0% 13.0% 20.0% 29.0%
                43 ILMN-RM 22.0% 33.0% 45.0% 19.0% 30.0% 42.0%
                44 INTC-RM 17.0% 25.0% 34.0% 14.0% 22.0% 31.0%
                45 PTR-RM 17.0% 26.0% 35.0% 14.0% 23.0% 32.0%
                46 V-RM 16.0% 24.0% 32.0% 13.0% 21.0% 29.0%
                47 KO-RM 14.0% 21.0% 28.0% 11.0% 18.0% 25.0%
                48 LRCX-RM 19.0% 28.0% 39.0% 16.0% 25.0% 36.0%
                49 MA-RM 18.0% 27.0% 37.0% 15.0% 24.0% 34.0%
                50 MRK-RM 15.0% 22.0% 30.0% 12.0% 19.0% 27.0%
                51 MSFT-RM 16.0% 24.0% 32.0% 13.0% 21.0% 29.0%
                52 NEE-RM 14.0% 21.0% 28.0% 11.0% 18.0% 25.0%
                53 NEM-RM 20.0% 30.0% 41.0% 17.0% 27.0% 38.0%
                54 NKE-RM 17.0% 25.0% 35.0% 14.0% 22.0% 32.0%
                55 NVDA-RM 22.0% 33.0% 45.0% 19.0% 30.0% 42.0%
                56 NVS-RM 14.0% 21.0% 28.0% 11.0% 18.0% 25.0%
                57 ORCL-RM 17.0% 26.0% 35.0% 14.0% 23.0% 32.0%
                58 OXY-RM 25.0% 38.0% 52.0% 22.0% 35.0% 49.0%
                59 PFE-RM 15.0% 22.0% 30.0% 12.0% 19.0% 27.0%
                60 PYPL-RM 19.0% 28.0% 39.0% 16.0% 25.0% 36.0%
                61 REGN-RM 21.0% 32.0% 44.0% 18.0% 29.0% 41.0%
                62 RTX-RM 18.0% 27.0% 37.0% 15.0% 24.0% 34.0%
                63 SBUX-RM 17.0% 25.0% 34.0% 14.0% 22.0% 31.0%
                64 TTWO-RM 19.0% 29.0% 39.0% 16.0% 26.0% 36.0%
                65 UNP-RM 16.0% 24.0% 32.0% 13.0% 21.0% 29.0%
                66 UPS-RM 16.0% 24.0% 32.0% 13.0% 21.0% 29.0%
                67 XOM-RM 17.0% 25.0% 34.0% 14.0% 22.0% 31.0%
                68 WMT-RM 15.0% 22.0% 30.0% 12.0% 19.0% 27.0%
                69 JNJ-RM 13.0% 19.0% 26.0% 11.0% 17.0% 24.0%
                70 AMGN-RM 15.0% 23.0% 32.0% 13.0% 21.0% 30.0%
                71 BSX-RM 17.0% 26.0% 36.0% 15.0% 24.0% 34.0%
                72 CL-RM 14.0% 21.0% 29.0% 12.0% 19.0% 27.0%
                73 CMCSA-RM 15.0% 23.0% 32.0% 13.0% 21.0% 30.0%
                74 COST-RM 14.0% 21.0% 29.0% 12.0% 19.0% 27.0%
                75 CSCO-RM 17.0% 26.0% 36.0% 15.0% 24.0% 34.0%
                76 FISV-RM 15.0% 23.0% 31.0% 13.0% 21.0% 29.0%
                77 GOOG-RM 16.0% 24.0% 33.0% 14.0% 22.0% 31.0%
                78 HD-RM 15.0% 23.0% 32.0% 13.0% 21.0% 30.0%
                79 KR-RM 17.0% 26.0% 36.0% 15.0% 24.0% 34.0%
                80 KHC-RM 18.0% 27.0% 38.0% 16.0% 25.0% 36.0%
                81 LLY-RM 16.0% 24.0% 33.0% 14.0% 22.0% 31.0%
                82 LMT-RM 15.0% 23.0% 32.0% 13.0% 21.0% 30.0%
                83 LOW-RM 17.0% 26.0% 36.0% 15.0% 24.0% 34.0%
                84 MCD-RM 14.0% 21.0% 29.0% 12.0% 19.0% 27.0%
                85 MMM-RM 15.0% 23.0% 32.0% 13.0% 21.0% 30.0%
                86 TM-RM 14.0% 21.0% 29.0% 12.0% 19.0% 27.0%
                87 PG-RM 13.0% 19.0% 26.0% 11.0% 17.0% 24.0%
                88 T-RM 14.0% 21.0% 29.0% 12.0% 19.0% 27.0%
                89 TMO-RM 15.0% 23.0% 31.0% 13.0% 21.0% 29.0%
                90 TMUS-RM 20.0% 31.0% 43.0% 18.0% 29.0% 41.0%
                91 TXN-RM 16.0% 25.0% 34.0% 14.0% 23.0% 32.0%
                92 UNH-RM 16.0% 25.0% 34.0% 14.0% 23.0% 32.0%
                93 VZ-RM 13.0% 20.0% 27.0% 11.0% 18.0% 25.0%
                94 VTRS-RM 22.0% 34.0% 48.0% 21.0% 33.0% 47.0%

                Bonds:

                No Asset Market risk rates
                from April 30, 2021 through May 4, 2021
                Market risk rates
                from May 5, 2021
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
                1 XS1567051443 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                2 RU000A0JWHA4 7.5% 8.5% 9.5% 6.0% 7.0% 8.0%
                3 RU000A0JWNE4 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                4 RU000A0JXTS9 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                5 RU000A0ZYYN4 7.5% 8.5% 9.5% 6.0% 7.0% 8.0%
                6 RU000A0ZZVE6 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                7 RU000A102CK5 7.5% 8.5% 9.5% 6.0% 7.0% 8.0%
                8 XS0088543193 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                9 XS0114288789 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                10 XS0620695204 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                11 XS0767472458 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                12 XS0971721450 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                13 XS1510534677 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                14 XS1632225154 7.5% 10.5% 13.5% 6.0% 9.0% 12.0%
                15 XS0290580595 7.5% 10.5% 13.5% 7.0% 10.0% 13.0%
                16 XS0861981180 7.5% 10.5% 13.5% 7.0% 10.0% 13.0%
                17 XS0919581982 7.5% 12.5% 17.5% 7.0% 12.0% 17.0%
                18 XS1405766384 7.5% 10.5% 13.5% 7.0% 10.0% 13.0%
                19 XS1449458915 7.5% 10.5% 13.5% 7.0% 10.0% 13.0%

                Derivatives Market

                No Underlying Market risk rates
                from 7:00 pm April 29, 2021 till 7:00 pm May 4, 2021
                Market risk rates
                from 7:00 pm May 4, 2021
                MR1 MR2 MR3 MR1 MR2 MR3
                1 Si 7.5% 9.5% 11.5% 6.0% 8.0% 10.0%
                2 Eu 7.5% 9.5% 11.5% 6.0% 8.0% 10.0%
                3 CY 7.5% 9.5% 11.5% 6.0% 8.0% 10.0%

                Standardized OTC Derivatives market

                Name Currency FX risk rate
                from 7:00 pm April 29, 2021 till 7:00 pm May 4, 2021
                FX risk rate
                from 7:00 pm May 4, 2021
                1 FX Risk Rate USD 7.5% 6.0%
                2 FX Risk Rate EUR 7.5% 6.0%
                3 FX Risk Rate CHF 9.0% 7.0%
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