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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29.05.2023 12:14

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
AFLT	35%	77%	01.06.2023 - 05.06.2023
RUAL	35%	77%	01.06.2023 - 05.06.2023
RNFT	35%	77%	02.06.2023 - 06.06.2023
ENPG	35%	77%	02.06.2023 - 06.06.2023

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