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National Settlement Depository (NSD) is the central securities depository of the Russian Federation

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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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23.04.2024 11:30

Risk parameters change on the Securities market and on the Derivatives market

CCP NCC changes Market risk rates on the Securities market and on the Derivatives market:

On the Securities market:

Ticker	Current market risk rates, %			Market risk rates from 29.04.2024, %			Market risk rates from 13.05.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
PIKK	20%	26%	33%	20%	26%	43%	20%	26%	52%

On the Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 27.04.2024			Market risk rates from 19:00 10.05.2024
Underlying	MR_1	MR_2	MR_3	MR_1	MR_2	MR_3	MR_1	MR_2	MR_3
PIKK	20%	26%	33%	20%	26%	43%	20%	26%	52%

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Risk parameters

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