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

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14.01.2022 19:32

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
PG-RM	35%	77%	19.01.2022-21.01.2022
AES-RM	35%	77%	28.01.2022-01.02.2022
ALLY-RM	35%	77%	28.01.2022-01.02.2022
HAS-RM	35%	77%	28.01.2022-01.02.2022
HHRU	35%	77%	20.01.2022-24.01.2022
CL-RM	35%	77%	20.01.2022-24.01.2022
LEN-RM	35%	77%	25.01.2022-27.01.2022
MMC-RM	35%	77%	25.01.2022-27.01.2022

Ticker	Rcl_max	Rch_max	New value effective for
PG-RM	0.2	0.2	17.01.2022 - 19.01.2022
AES-RM	0.2	0.2	26.01.2022 - 28.01.2022
ALLY-RM	0.2	0.2	26.01.2022 - 28.01.2022
HAS-RM	0.2	0.2	26.01.2022 - 28.01.2022
CL-RM	0.2	0.2	18.01.2022 - 20.01.2022
LEN-RM	0.2	0.2	21.01.2022 - 25.01.2022
MMC-RM	0.2	0.2	21.01.2022 - 25.01.2022

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