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03 August 2023

CCP NCC changes the following risk parameters on Mobile TeleSystems ordinary shares:

      1. Market risk rates:

  • on Securities market starting from August 07-th 2023 and
  • on Derivatives market starting from 19:00 August 04-th 2023
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
MTSS Mobile Telesystems os 20% 26% 33% 20% 26% 39%
MTSI Futures on Mobile Telesystems os 20% 26% 33% 20% 26% 39%

      2. Interest risk rates from August 07-th 2023 on Securities market:

Ticker Description Term Current interest risk rate New interest risk rate
Up MMΔ, % p.a Down SECΔ, % p.a Up MMΔ, % p.a Down SECΔ, % p.a
MTSS Mobile Telesystems os Y0/Y1M 15% 15% 12% 12%
Y0/Y3M 15% 15% 6% 6%
Y0/Y6M - - 4.5% 4.5%
Y0/Y9M - - 4.5% 4.5%
Y0/Y1Y - - 4.5% 4.5%


CCP NCC also changes Stress collateral scenarios for ordinary shares of Mobile TeleSystems. Please see the current values on NCC website.