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 MAIL 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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