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05 October 2022

CCP NCC changes the following risk parameters on Securities market starting from October, 06-th 2022:

№ Ticker Description Current market risk rates, % New market risk rates, %
Level 1,
S1_min		 Level 2,
S2_min		 Level 3,
S3_min		 Level 1,
S1_min		 Level 2,
S2_min		 Level 3,
S3_min
1 XS1843443273 Evraz plc 5.25 02/04/24 15% 18% 21% 100% 100% 100%
2 XS1533915721 Evraz plc 5.375 20/03/23 15% 18% 21% 100% 100% 100%

 

№ Ticker Description Current stress
scenario UP, %		 Current stress
scenario DOWN, %		 New stress
scenario UP, %		 New stress
scenario DOWN, %
1 XS1843443273 Evraz plc 5.25 02/04/24 5 3 0 0
2 XS1533915721 Evraz plc 5.375 20/03/23 5 3 0 0