NCC | Collateral for stress changes

CCP NCC changes the collateral for stress parameters starting from October 3^rd, 2023:

1. Collateral for stress on the Securities market, on the Currency market and on the Derivatives market:

Asset	Current Collateral for stress		Collateral for stress from October 3^rd, .2023
Asset	UP scenario	Down scenario	UP scenario	Down scenario
CNY	16%	10%	19%	11%

2. Collateral for stress on the OTC market:

Risk-factor	Current Collateral for stress		Collateral for stress from October 3^rd, .2023
Risk-factor	UP scenario	Down scenario	UP scenario	Down scenario
USD-RUB-TOM-CENTRAL	25.5%	-23.5%	27%	-25%
EUR-RUB-TOM-CENTRAL	25.5%	-23.5%	27%	-25%
СNY-RUB-TOM-CENTRAL	24%	-18%	27%	-19%