News

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

MAIL

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%