National Clearing Centre |

15 January 2021 Risk parameters change for the security LSNG

As per the Securities market risk parameters methodology, on 15.01.2021, 13-17 (MSK) the upper bound of the price band (up to 7.88) and initial margins (up to 62.5 %) for the security LSNG were changed. New values are available here

15 January 2021 Risk parameters change for the security CAT-RM

As per the Securities market risk parameters methodology, on 15.01.2021, 10-11 (MSK) the upper bound of the price band (up to 15977) and initial margins (up to 17.5 %) for the security CAT-RM were changed. New values are available here

14 January 2021 Risk parameters change on Securities market

CCP NCC changes PcH_max parameter value that defines price up limit for VJGZ and VJGZP shares on Securities market starting from January 15, 2021:

Ticker	Current value PcH_max	New value PcH_max
VJGZ	40%	10%
VJGZP	40%	10%

14 January 2021 Risk parameters change for the security BIDU-RM

As per the Securities market risk parameters methodology, on 14.01.2021, 19-21 (MSK) the upper bound of the price band (up to 19680) and initial margins (up to 21.25 %) for the security BIDU-RM were changed. New values are available here

14 January 2021 Risk parameters change for the security BABA-RM

As per the Securities market risk parameters methodology, on 14.01.2021, 16-38 (MSK) the upper bound of the price band (up to 18747) and initial margins (up to 18.75 %) for the security BABA-RM were changed. New values are available here