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01 March 2024

CCP NCC changes the following risk parameters on Securities market starting from March 5-th 2024:

1. Market risk rates:

№ Ticker Current market risk rates Market risk rates from 05.03.2024
S1_min S2_min S3_min S1_min S2_min S3_min
1 RU000A101GR3 6.0% 9.0% 12.0% 40.0% 43.0% 46.0%
2 RU000A106M41 19.0% 22.0% 25.0% 100.0% 100.0% 100.0%
3 RU000A0ZYVU5 8.0% 11.0% 14.0% 16.0% 19.0% 22.0%
4 RU000A0JVNB2 10.0% 13.0% 16.0% 40.0% 43.0% 46.0%

2. Collateral for stress:

№ Ticker Current collateral for stress Collateral for stress from 05.03.2024 г.
UP scenario Down scenario UP scenario Down scenario
1 RU000A101GR3 1.0% 1.0% 0.0% 0.0%
2 RU000A106M41 4.5% 4.5% 0.0% 0.0%
3 RU000A0ZYVU5 2.0% 2.0% 7.5% 7.5%
4 RU000A0JVNB2 2.0% 2.0% 0.0% 0.0%