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

Subscription Print version

15.09.2021 18:19

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
APD-RM	35%	77%	29.09.2021 - 01.10.2021
BMY-RM	35%	77%	29.09.2021 - 01.10.2021
CAH-RM	35%	77%	29.09.2021 - 01.10.2021
MU-RM	35%	77%	29.09.2021 - 01.10.2021
STT-RM	35%	77%	29.09.2021 - 01.10.2021
SYY-RM	35%	77%	29.09.2021 - 01.10.2021

Ticker	Rcl_max	Rch_max	New value effective for
APD-RM	0.2	0.2	27.09.2021 - 29.09.2021
BMY-RM	0.2	0.2	27.09.2021 - 29.09.2021
CAH-RM	0.2	0.2	27.09.2021 - 29.09.2021
MU-RM	0.2	0.2	27.09.2021 - 29.09.2021
STT-RM	0.2	0.2	27.09.2021 - 29.09.2021
SYY-RM	0.2	0.2	27.09.2021 - 29.09.2021

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form