03.06.2021 13:08
Risk parameters change on Securities market
CCP NCC sets the following scenarios that are used in stress collateral calculation starting from June 7, 2021:
| № | Ticker | SCEN_UP | SCEN_DOWN |
|---|---|---|---|
| 1 | AFLT | 7% | 7% |
| 2 | ALRS | 5% | 5% |
| 3 | CHMF | 5% | 5% |
| 4 | FIVE | 5% | 5% |
| 5 | GAZP | 5% | 5% |
| 6 | GMKN | 5% | 5% |
| 7 | LKOH | 5% | 5% |
| 8 | MAGN | 5% | 5% |
| 9 | 5% | 5% | |
| 10 | MGNT | 6% | 6% |
| 11 | MOEX | 5% | 5% |
| 12 | MTSS | 5% | 5% |
| 13 | NLMK | 5% | 5% |
| 14 | NVTK | 5% | 5% |
| 15 | PLZL | 13% | 13% |
| 16 | POLY | 6% | 6% |
| 17 | ROSN | 5% | 5% |
| 18 | SBER | 5% | 5% |
| 19 | SBERP | 5% | 5% |
| 20 | SNGS | 6% | 6% |
| 21 | SNGSP | 5% | 5% |
| 22 | TATN | 6% | 6% |
| 23 | VTBR | 5% | 5% |
| 24 | YNDX | 8% | 8% |
| 25 | IRAO | 3% | 3% |
| 26 | FEES | 7% | 7% |
| 27 | HYDR | 5% | 5% |
| 28 | PHOR | 5% | 5% |
| 29 | RSTI | 11% | 11% |
| 30 | SIBN | 5% | 5% |
| 31 | TATNP | 5% | 5% |
| 32 | FLOT | 7% | 7% |
| 33 | MVID | 7% | 7% |
| 34 | RTKM | 7% | 7% |
| 35 | TRNFP | 7% | 7% |
| 36 | UPRO | 7% | 7% |
| 37 | TCSG | 8% | 8% |
| 38 | BANEP | 7% | 7% |
| 39 | ENRU | 7% | 7% |
| 40 | GLTR | 7% | 7% |
| 41 | RASP | 7% | 7% |
| 42 | AFKS | 13% | 13% |
| 43 | AKRN | 10% | 10% |
| 44 | BANE | 10% | 10% |
| 45 | BSPB | 6% | 6% |
| 46 | CBOM | 10% | 10% |
| 47 | LSNGP | 10% | 10% |
| 48 | MRKP | 10% | 10% |
| 49 | MSNG | 10% | 10% |
| 50 | NKNCP | 10% | 10% |
| 51 | NMTP | 10% | 10% |
| 52 | OGKB | 10% | 10% |
| 53 | RTKMP | 10% | 10% |
| 54 | SELG | 17% | 17% |
| 55 | TGKA | 10% | 10% |
| 56 | VSMO | 10% | 10% |
| 57 | AGRO | 12% | 12% |
| 58 | DSKY | 12% | 12% |
| 59 | GCHE | 12% | 12% |
| 60 | KZOS | 12% | 12% |
| 61 | LNTA | 12% | 12% |
| 62 | LSNG | 12% | 12% |
| 63 | LSRG | 12% | 12% |
| 64 | MRKC | 12% | 12% |
| 65 | MRKV | 12% | 12% |
| 66 | MSRS | 12% | 12% |
| 67 | NKNC | 12% | 12% |
| 68 | PIKK | 12% | 12% |
| 69 | POGR | 12% | 12% |
| 70 | QIWI | 12% | 12% |
| 71 | RSTIP | 12% | 12% |
| 72 | RUAL | 12% | 12% |
| 73 | TGKB | 12% | 12% |
| 74 | TGKD | 12% | 12% |
| 75 | UNAC | 12% | 12% |
| 76 | APTK | 15% | 15% |
| 77 | ETLN | 15% | 15% |
| 78 | HHRU | 15% | 15% |
| 79 | IRGZ | 15% | 15% |
| 80 | MTLR | 15% | 15% |
| 81 | MTLRP | 15% | 15% |
| 82 | OZON | 15% | 15% |
| 83 | SVAV | 15% | 15% |
| 84 | TRMK | 15% | 15% |
| 85 | UWGN | 15% | 15% |
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