CCP NCC sets the following scenarios that are used in stress collateral calculation starting from June 7, 2021:
№ |
Ticker |
SCEN_UP |
SCEN_DOWN |
1 |
AFLT |
7% |
7% |
2 |
ALRS |
5% |
5% |
3 |
CHMF |
5% |
5% |
4 |
FIVE |
5% |
5% |
5 |
GAZP |
5% |
5% |
6 |
GMKN |
5% |
5% |
7 |
LKOH |
5% |
5% |
8 |
MAGN |
5% |
5% |
9 |
|
5% |
5% |
10 |
MGNT |
6% |
6% |
11 |
MOEX |
5% |
5% |
12 |
MTSS |
5% |
5% |
13 |
NLMK |
5% |
5% |
14 |
NVTK |
5% |
5% |
15 |
PLZL |
13% |
13% |
16 |
POLY |
6% |
6% |
17 |
ROSN |
5% |
5% |
18 |
SBER |
5% |
5% |
19 |
SBERP |
5% |
5% |
20 |
SNGS |
6% |
6% |
21 |
SNGSP |
5% |
5% |
22 |
TATN |
6% |
6% |
23 |
VTBR |
5% |
5% |
24 |
YNDX |
8% |
8% |
25 |
IRAO |
3% |
3% |
26 |
FEES |
7% |
7% |
27 |
HYDR |
5% |
5% |
28 |
PHOR |
5% |
5% |
29 |
RSTI |
11% |
11% |
30 |
SIBN |
5% |
5% |
31 |
TATNP |
5% |
5% |
32 |
FLOT |
7% |
7% |
33 |
MVID |
7% |
7% |
34 |
RTKM |
7% |
7% |
35 |
TRNFP |
7% |
7% |
36 |
UPRO |
7% |
7% |
37 |
TCSG |
8% |
8% |
38 |
BANEP |
7% |
7% |
39 |
ENRU |
7% |
7% |
40 |
GLTR |
7% |
7% |
41 |
RASP |
7% |
7% |
42 |
AFKS |
13% |
13% |
43 |
AKRN |
10% |
10% |
44 |
BANE |
10% |
10% |
45 |
BSPB |
6% |
6% |
46 |
CBOM |
10% |
10% |
47 |
LSNGP |
10% |
10% |
48 |
MRKP |
10% |
10% |
49 |
MSNG |
10% |
10% |
50 |
NKNCP |
10% |
10% |
51 |
NMTP |
10% |
10% |
52 |
OGKB |
10% |
10% |
53 |
RTKMP |
10% |
10% |
54 |
SELG |
17% |
17% |
55 |
TGKA |
10% |
10% |
56 |
VSMO |
10% |
10% |
57 |
AGRO |
12% |
12% |
58 |
DSKY |
12% |
12% |
59 |
GCHE |
12% |
12% |
60 |
KZOS |
12% |
12% |
61 |
LNTA |
12% |
12% |
62 |
LSNG |
12% |
12% |
63 |
LSRG |
12% |
12% |
64 |
MRKC |
12% |
12% |
65 |
MRKV |
12% |
12% |
66 |
MSRS |
12% |
12% |
67 |
NKNC |
12% |
12% |
68 |
PIKK |
12% |
12% |
69 |
POGR |
12% |
12% |
70 |
QIWI |
12% |
12% |
71 |
RSTIP |
12% |
12% |
72 |
RUAL |
12% |
12% |
73 |
TGKB |
12% |
12% |
74 |
TGKD |
12% |
12% |
75 |
UNAC |
12% |
12% |
76 |
APTK |
15% |
15% |
77 |
ETLN |
15% |
15% |
78 |
HHRU |
15% |
15% |
79 |
IRGZ |
15% |
15% |
80 |
MTLR |
15% |
15% |
81 |
MTLRP |
15% |
15% |
82 |
OZON |
15% |
15% |
83 |
SVAV |
15% |
15% |
84 |
TRMK |
15% |
15% |
85 |
UWGN |
15% |
15% |