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

21.09.2021 17:04

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
NUE-RM	35%	77%	28.09.2021 - 30.09.2021
ROP-RM	35%	77%	04.10.2021 - 06.10.2021
SONY-RM	35%	77%	27.09.2021 - 29.09.2021

Ticker	Rcl_max	Rch_max	New value effective for
NUE-RM	0.2	0.2	24.09.2021 - 28.09.2021
ROP-RM	0.2	0.2	30.09.2021 - 04.10.2021

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

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

Main news

22.09.21	Risk parameters on Securities market
22.09.21	Risk parameters change for the security FDX-RM
22.09.21	Risk parameters change for the security RU000A0ZYJH7
22.09.21	Results of auction for placement of the Russian Federation government bonds
21.09.21	Risk parameters on Securities market
21.09.21	Risk Parameters Change for the Securities
21.09.21	The additional trading session starts later for Derivatives market on 6, 7, 13, 14, 15, 20, 21, 26, 27 and 28 October 2021
21.09.21	Bank of Russia bonds auction results
21.09.21	Moscow Exchange celebrates 20 years of Derivatives Market
All news