NCC | Risk parameters change on Securities market

21 January 2022 Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market starting from January 27, 2022:

№	Ticker	Current market risk rates, %			New market risk rates, %
№	Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
1	RU000A0JXY44	100%	100%	100%	7%	10%	13%
2	RU000A100782	100%	100%	100%	7%	10%	13%
3	RU000A1009B9	100%	100%	100%	7%	10%	13%
4	RU000A100AB2	100%	100%	100%	7%	10%	13%
5	RU000A100V46	100%	100%	100%	7%	10%	13%
6	RU000A1010X1	100%	100%	100%	7%	10%	13%
7	RU000A0JVUX1	100%	100%	100%	8%	11%	14%
8	RU000A0JWLD0	100%	100%	100%	8%	11%	14%
9	RU000A0JWP46	100%	100%	100%	8%	11%	14%
10	RU000A0JWV89	100%	100%	100%	8%	11%	14%
11	RU000A100VX2	100%	100%	100%	8%	11%	14%
12	RU000A100W60	100%	100%	100%	8%	11%	14%
13	RU000A1011A7	100%	100%	100%	8%	11%	14%
14	RU000A1016P4	100%	100%	100%	8%	11%	14%
15	RU000A1016Q2	100%	100%	100%	8%	11%	14%
16	RU000A101QA8	100%	100%	100%	8%	11%	14%
17	RU000A0ZZUT6	100%	100%	100%	9%	12%	15%
18	RU000A1007H0	100%	100%	100%	9%	12%	15%
19	RU000A1026C1	100%	100%	100%	9%	12%	15%
20	RU000A103117	100%	100%	100%	9%	12%	15%
21	RU000A0JXLR8	100%	100%	100%	10%	13%	16%
22	RU000A0ZZ9W4	100%	100%	100%	10%	13%	16%
23	RU000A1013Y3	100%	100%	100%	10%	13%	16%
24	RU000A101PP8	100%	100%	100%	10%	13%	16%
25	RU000A101PU8	100%	100%	100%	10%	13%	16%
26	RU000A101R33	100%	100%	100%	10%	13%	16%
27	RU000A101RH1	100%	100%	100%	10%	13%	16%
28	RU000A101T56	100%	100%	100%	10%	13%	16%
29	XS1625994618	100%	100%	100%	11%	14%	17%
30	RU000A0JVVK6	100%	100%	100%	12%	15%	18%
31	RU000A0JVVP5	100%	100%	100%	12%	15%	18%
32	RU000A0JVVT7	100%	100%	100%	12%	15%	18%
33	RU000A0ZZ1M2	100%	100%	100%	12%	15%	18%
34	RU000A1006H2	100%	100%	100%	12%	15%	18%
35	RU000A100YE6	100%	100%	100%	12%	15%	18%
36	RU000A1016Z3	100%	100%	100%	12%	15%	18%
37	RU000A102LD1	100%	100%	100%	12%	15%	18%
38	RU000A0ZZ9P8	100%	100%	100%	13%	16%	19%
39	RU000A1011Q3	100%	100%	100%	13%	16%	19%
40	RU000A101665	100%	100%	100%	13%	16%	19%
41	RU000A1024W4	100%	100%	100%	13%	16%	19%
42	RU000A1031S7	100%	100%	100%	13%	16%	19%
43	RU000A1035D0	100%	100%	100%	13%	16%	19%
44	RU000A0JW5H6	100%	100%	100%	14%	17%	20%
45	RU000A101L96	100%	100%	100%	14%	17%	20%
46	RU000A101R90	100%	100%	100%	14%	17%	20%
47	RU000A101T64	100%	100%	100%	14%	17%	20%
48	RU000A102DS6	100%	100%	100%	14%	17%	20%
49	RU000A102FV5	100%	100%	100%	14%	17%	20%
50	RU000A1009A1	100%	100%	100%	15%	18%	21%
51	RU000A100B73	100%	100%	100%	16%	19%	22%
52	RU000A103372	100%	100%	100%	16%	19%	22%
53	RU000A0JX199	100%	100%	100%	18%	21%	24%
54	RU000A0JVP39	100%	100%	100%	19%	22%	25%
55	RU000A0JW126	100%	100%	100%	21%	24%	27%
56	RU000A0JX1C5	100%	100%	100%	23%	26%	29%
57	RU000A0JX2B5	100%	100%	100%	23%	26%	29%
58	RU000A0JRZ74	100%	100%	100%	40%	43%	46%
59	RU000A0JU0N7	100%	100%	100%	40%	43%	46%
60	RU000A0JU872	100%	100%	100%	40%	43%	46%
61	RU000A0JVNL1	100%	100%	100%	40%	43%	46%
62	RU000A0JVYL8	100%	100%	100%	40%	43%	46%
63	RU000A0JWR51	100%	100%	100%	40%	43%	46%
64	RU000A0JXSS1	100%	100%	100%	40%	43%	46%
65	XS2363250833	52%	55%	58%	25%	28%	31%
66	RU000A1009L8	40%	43%	46%	17%	20%	23%
67	RU000A102QP4	40%	43%	46%	19%	22%	25%
68	RU000A1030T7	34%	37%	40%	16%	19%	22%
69	RU000A103G42	34%	37%	40%	32%	35%	38%
70	RU000A0JXYL4	28%	31%	34%	13%	16%	19%
71	RU000A0ZYUW3	28%	31%	34%	14%	17%	20%
72	RU000A100ET6	20%	23%	26%	8%	11%	14%
73	XS2063279959	27%	30%	33%	19%	22%	25%
74	RU000A0ZYFM5	16%	19%	22%	8%	16%	19%
75	RU000A0JUV08	24%	27%	30%	16%	19%	22%
76	RU000A0ZYBM4	28%	31%	34%	22%	25%	28%
77	RU000A0ZZUL3	28%	31%	34%	22%	25%	28%
78	RU000A0ZYMD0	14%	17%	100%	8%	11%	100%
79	RU000A1007E7	24%	27%	30%	18%	21%	24%
80	RU000A100832	24%	27%	30%	18%	21%	24%
81	XS1589324075	18%	21%	24%	12%	15%	18%
82	XS1713474325	24%	27%	30%	18%	21%	24%
83	XS1752568144	18%	21%	24%	12%	15%	18%
84	RU000A1003R8	28%	31%	34%	24%	27%	30%
85	RU000A101Z74	28%	31%	34%	24%	27%	30%
86	RU000A102A07	28%	31%	34%	24%	27%	30%
87	RU000A102GJ8	28%	31%	34%	24%	27%	30%
88	RU000A102JZ8	28%	31%	34%	24%	27%	30%
89	RU000A102S80	28%	31%	34%	24%	27%	30%
90	RU000A0JVNB2	34%	37%	40%	30%	33%	36%
91	XS1514045886	40%	43%	46%	36%	39%	42%
92	XS1577953174	28%	31%	34%	24%	27%	30%
93	XS2046736919	28%	31%	34%	24%	27%	30%
94	RU000A0JT7M7	20%	23%	26%	16%	19%	22%
95	RU000A0JX5W4	20%	23%	26%	16%	19%	22%
96	RU000A0ZZQU2	26%	29%	32%	22%	25%	28%
97	RU000A1002E8	20%	23%	26%	16%	19%	22%
98	RU000A100AN7	13%	16%	19%	9%	12%	15%
99	RU000A100VR4	26%	29%	32%	22%	25%	28%
100	RU000A0ZZE20	20%	23%	26%	16%	19%	22%
101	RU000A100JC1	20%	23%	26%	16%	19%	22%
102	RU000A100TH9	22%	25%	28%	18%	21%	24%
103	RU000A102F28	20%	23%	26%	16%	19%	22%
104	RU000A102FR3	20%	23%	26%	16%	19%	22%
105	RU000A102RS6	26%	29%	32%	22%	25%	28%
106	CH0379268748	22%	25%	28%	18%	21%	24%
107	RU000A101L54	22%	25%	28%	18%	21%	24%
108	XS1693971043	22%	25%	28%	18%	21%	24%
109	XS1843434959	26%	29%	32%	22%	25%	28%
110	CH0404311711	11%	14%	17%	7%	10%	13%
111	RU000A0JV0U1	24%	27%	30%	20%	23%	26%
112	RU000A0JXRV7	24%	27%	30%	20%	23%	26%
113	RU000A102RQ0	24%	27%	30%	20%	23%	26%
114	RU000A103DU0	24%	27%	30%	20%	23%	26%
115	RU000A0ZZ117	24%	27%	30%	20%	23%	26%
116	RU000A101574	24%	27%	30%	20%	23%	26%
117	RU000A101SQ0	24%	27%	30%	20%	23%	26%
118	CH0419041618	36%	39%	42%	32%	35%	38%
119	XS0919504562	18%	21%	24%	14%	17%	20%
120	XS1843441731	24%	27%	30%	20%	23%	26%
121	RU000A0JVM81	14%	17%	20%	11%	14%	17%
122	RU000A101RP4	14%	17%	20%	11%	14%	17%
123	RU000A1026V1	14%	17%	20%	11%	14%	17%
124	RU000A1028C7	14%	17%	20%	11%	14%	17%
125	RU000A102960	14%	17%	20%	11%	14%	17%
126	RU000A102AJ1	14%	17%	20%	11%	14%	17%
127	XS1964558339	14%	17%	20%	11%	14%	17%
128	RU000A0JWMS6	13%	16%	19%	10%	13%	16%
129	RU000A0JXS59	13%	16%	19%	10%	13%	16%
130	RU000A0ZYDD9	17%	20%	23%	14%	17%	20%
131	RU000A100GY1	10%	13%	16%	7%	10%	13%
132	RU000A101FY1	11%	14%	17%	8%	11%	14%
133	XS2226716392	17%	20%	23%	14%	17%	20%
134	XS2281299763	19%	22%	25%	16%	19%	22%
135	XS2291914971	16%	19%	22%	13%	16%	19%
136	SU26233RMFS5	13%	14%	15%	10%	11%	12%
137	XS0842078536	10%	13%	16%	7%	10%	13%
138	XS0848530977	10%	13%	16%	7%	10%	13%
139	XS0935311240	13%	16%	19%	10%	13%	16%
140	XS0979891925	15%	18%	21%	12%	15%	18%
141	RU000A103EN3	41%	44%	47%	38%	41%	44%
142	RU000A0JWJX2	28%	31%	34%	26%	29%	32%
143	RU000A0JWLU4	34%	37%	40%	32%	35%	38%
144	RU000A0JWZY6	14%	17%	20%	12%	15%	18%
145	RU000A0JXP45	28%	31%	34%	26%	29%	32%
146	RU000A0JXUD9	14%	17%	20%	12%	15%	18%
147	RU000A0ZYCM2	14%	17%	20%	12%	15%	18%
148	RU000A0ZYFB8	14%	17%	20%	12%	15%	18%
149	RU000A0ZYGB6	26%	29%	32%	24%	27%	30%
150	RU000A0ZYU21	26%	29%	32%	24%	27%	30%
151	RU000A0ZYYE3	14%	17%	20%	12%	15%	18%
152	RU000A0ZZZ17	17%	20%	23%	15%	18%	21%
153	RU000A100238	14%	17%	20%	12%	15%	18%
154	RU000A1008L0	32%	35%	38%	30%	33%	36%
155	RU000A100HH4	28%	31%	34%	26%	29%	32%
156	RU000A1010M4	17%	20%	23%	15%	18%	21%
157	RU000A1011R1	26%	29%	32%	24%	27%	30%
158	RU000A101988	14%	17%	20%	12%	15%	18%
159	RU000A101LS1	38%	41%	44%	36%	39%	42%
160	RU000A101NH0	20%	23%	100%	18%	21%	100%
161	RU000A101UE2	20%	23%	26%	18%	21%	24%
162	RU000A1028G8	17%	20%	100%	15%	18%	100%
163	RU000A1028T1	40%	43%	46%	38%	41%	44%
164	RU000A102DB2	28%	31%	34%	26%	29%	32%
165	RU000A102DQ0	14%	17%	20%	12%	15%	18%
166	RU000A102K39	14%	17%	20%	12%	15%	18%
167	RU000A102R40	38%	41%	44%	36%	39%	42%
168	RU000A102R73	14%	17%	20%	12%	15%	18%
169	RU000A102RF3	14%	17%	20%	12%	15%	18%
170	RU000A102RT4	14%	17%	20%	12%	15%	18%
171	RU000A102TA0	17%	20%	23%	15%	18%	21%
172	RU000A103661	34%	37%	40%	32%	35%	38%
173	RU000A1036E6	28%	31%	34%	26%	29%	32%
174	RU000A103BE8	28%	31%	34%	26%	29%	32%
175	XS0191754729	28%	33%	38%	26%	29%	32%
176	RU000A0JT403	20%	23%	26%	18%	21%	24%
177	RU000A0JUMH3	28%	31%	34%	26%	29%	32%
178	RU000A0JUQ39	28%	31%	34%	26%	29%	32%
179	RU000A0JXFY6	26%	29%	32%	24%	27%	30%
180	RU000A0ZZDB0	20%	23%	26%	18%	21%	24%
181	RU000A0ZZXS2	26%	29%	32%	24%	27%	30%
182	RU000A101C89	26%	29%	32%	24%	27%	30%
183	RU000A101QW2	28%	31%	34%	26%	29%	32%
184	RU000A1025U5	26%	29%	32%	24%	27%	30%
185	RU000A102CU4	26%	29%	32%	24%	27%	30%
186	RU000A102YG7	34%	37%	40%	32%	35%	38%
187	RU000A102YH5	32%	35%	38%	30%	33%	36%
188	RU000A103G59	34%	37%	40%	32%	35%	38%
189	RU000A103GX7	28%	31%	34%	26%	29%	32%
190	RU000A103H66	34%	37%	40%	32%	35%	38%
191	RU000A103T88	56%	59%	62%	54%	57%	60%
192	RU000A103TB6	52%	55%	58%	50%	53%	56%
193	RU000A101RT6	17%	20%	23%	15%	18%	21%
194	RU000A101PK9	28%	31%	34%	26%	29%	32%
195	XS0893212398	14%	17%	20%	12%	15%	18%
196	XS2069992258	26%	29%	32%	24%	27%	30%
197	XS2099039542	28%	31%	34%	26%	29%	32%
198	XS2134628069	34%	37%	40%	32%	35%	38%
199	XS2199713384	32%	35%	38%	30%	33%	36%
200	XS2315951041	38%	41%	44%	36%	39%	42%
201	XS2325559396	44%	47%	50%	42%	45%	48%
202	RU000A0JTLJ3	10%	13%	16%	8%	11%	14%
203	RU000A0JTLL9	10%	13%	16%	8%	11%	14%
204	RU000A0JTM28	10%	13%	16%	8%	11%	14%
205	RU000A0JTM44	10%	13%	16%	8%	11%	14%
206	RU000A0JTTA5	11%	14%	17%	9%	12%	15%
207	RU000A0JWD57	11%	14%	17%	9%	12%	15%
208	RU000A0JX1S1	10%	13%	16%	8%	11%	14%
209	RU000A0JXPG2	11%	14%	17%	9%	12%	15%
210	RU000A0JXU48	8%	11%	14%	6%	9%	12%
211	RU000A0ZYLF7	10%	13%	16%	8%	11%	14%
212	RU000A0ZYLJ9	8%	11%	100%	6%	9%	100%
213	RU000A0ZYQU5	10%	13%	16%	8%	11%	14%
214	RU000A0ZZ1H2	11%	14%	17%	9%	12%	15%
215	RU000A0ZZ4P9	11%	14%	17%	9%	12%	15%
216	RU000A0ZZ5H3	11%	14%	17%	9%	12%	15%
217	RU000A0ZZ5J9	11%	14%	17%	9%	12%	15%
218	RU000A0ZZ7C0	10%	13%	16%	8%	11%	14%
219	RU000A0ZZQN7	13%	16%	19%	11%	14%	17%
220	RU000A0ZZRK1	13%	16%	19%	11%	14%	17%
221	RU000A1001V4	10%	13%	100%	8%	11%	100%
222	RU000A100FE5	10%	13%	16%	8%	11%	14%
223	RU000A100LS3	10%	13%	16%	8%	11%	14%
224	RU000A100UT2	11%	14%	17%	9%	12%	15%
225	RU000A100VG7	11%	14%	17%	9%	12%	15%
226	RU000A100Y50	13%	16%	19%	11%	14%	17%
227	RU000A100YU2	11%	14%	17%	9%	12%	15%
228	RU000A100ZK0	13%	16%	19%	11%	14%	17%
229	RU000A1013P1	13%	16%	19%	11%	14%	17%
230	RU000A101459	10%	13%	16%	8%	11%	14%
231	RU000A1017H9	10%	13%	16%	8%	11%	14%
232	RU000A1018K1	10%	13%	16%	8%	11%	14%
233	RU000A1018X4	10%	13%	16%	8%	11%	14%
234	RU000A101939	10%	13%	16%	8%	11%	14%
235	RU000A101D13	10%	13%	16%	8%	11%	14%
236	RU000A101DE8	10%	13%	16%	8%	11%	14%
237	RU000A101DF5	10%	13%	16%	8%	11%	14%
238	RU000A101EF3	10%	13%	16%	8%	11%	14%
239	RU000A101FC7	10%	13%	16%	8%	11%	14%
240	RU000A101GR3	11%	14%	17%	9%	12%	15%
241	RU000A101HJ8	11%	14%	17%	9%	12%	15%
242	RU000A101LY9	11%	14%	17%	9%	12%	15%
243	RU000A101MC3	11%	14%	17%	9%	12%	15%
244	RU000A101Q42	10%	13%	16%	8%	11%	14%
245	RU000A101Q59	10%	13%	16%	8%	11%	14%
246	RU000A101WF5	10%	13%	16%	8%	11%	14%
247	RU000A101XN7	11%	14%	17%	9%	12%	15%
248	RU000A1023H7	11%	14%	17%	9%	12%	15%
249	RU000A102FC5	10%	13%	16%	8%	11%	14%
250	RU000A102FS1	11%	14%	17%	9%	12%	15%
251	XS0889401724	8%	11%	14%	6%	9%	12%
252	XS0997544860	11%	14%	17%	9%	12%	15%
253	XS1041815116	8%	11%	14%	6%	9%	12%
254	XS1533915721	8%	11%	14%	6%	9%	12%
255	XS1533922933	8%	11%	14%	6%	9%	12%
256	XS1577961516	13%	16%	19%	11%	14%	17%
257	XS2183144810	10%	13%	16%	8%	11%	14%
258	RU000A0JTVJ2	16%	19%	22%	14%	17%	20%
259	RU000A0JU1Q8	22%	25%	28%	20%	23%	26%
260	RU000A0JUG98	18%	21%	24%	16%	19%	22%
261	RU000A0JWK74	18%	21%	24%	16%	19%	22%
262	RU000A0JWK90	12%	15%	18%	10%	13%	16%
263	RU000A0JWPW1	12%	15%	18%	10%	13%	16%
264	RU000A0ZYML3	9%	12%	15%	7%	10%	13%
265	RU000A0ZYX69	15%	18%	21%	13%	16%	19%
266	RU000A0ZYXJ4	16%	19%	22%	14%	17%	20%
267	RU000A0ZZ1J8	15%	18%	21%	13%	16%	19%
268	RU000A0ZZAL5	9%	12%	15%	7%	10%	13%
269	RU000A0ZZPZ3	18%	21%	24%	16%	19%	22%
270	RU000A0ZZXM5	16%	19%	22%	14%	17%	20%
271	RU000A0ZZZ66	16%	19%	22%	14%	17%	20%
272	RU000A1004S4	9%	12%	15%	7%	10%	13%
273	RU000A100A66	15%	18%	21%	13%	16%	19%
274	RU000A100AF3	16%	19%	22%	14%	17%	20%
275	RU000A100DZ5	9%	12%	15%	7%	10%	13%
276	RU000A100E88	12%	15%	18%	10%	13%	16%
277	RU000A100G03	12%	15%	18%	10%	13%	16%
278	RU000A100LV7	12%	15%	18%	10%	13%	16%
279	RU000A100N12	12%	15%	18%	10%	13%	16%
280	RU000A100PE4	12%	15%	18%	10%	13%	16%
281	RU000A101129	18%	21%	24%	16%	19%	22%
282	RU000A101CL5	25%	28%	31%	23%	26%	29%
283	RU000A101PJ1	12%	15%	18%	10%	13%	16%
284	RU000A101RF5	12%	15%	18%	10%	13%	16%
285	RU000A101SD8	22%	25%	28%	20%	23%	26%
286	RU000A101TK1	16%	19%	22%	14%	17%	20%
287	RU000A101UQ6	12%	15%	18%	10%	13%	16%
288	RU000A101WR0	12%	15%	18%	10%	13%	16%
289	RU000A101XH9	12%	15%	18%	10%	13%	16%
290	RU000A101XS6	12%	15%	18%	10%	13%	16%
291	RU000A101Z17	18%	21%	24%	16%	19%	22%
292	RU000A102CR0	16%	19%	22%	14%	17%	20%
293	RU000A102CT6	16%	19%	22%	14%	17%	20%
294	RU000A102E52	21%	24%	100%	19%	22%	100%
295	RU000A1034J0	12%	15%	18%	10%	13%	16%
296	RU000A1036F3	12%	15%	18%	10%	13%	16%
297	RU000A1039K7	16%	19%	22%	14%	17%	20%
298	RU000A103DP0	12%	15%	18%	10%	13%	16%
299	XS0921331509	9%	12%	15%	7%	10%	13%
300	XS1400710726	9%	12%	15%	7%	10%	13%
301	XS1574068844	12%	15%	18%	10%	13%	16%
302	XS1721463500	15%	18%	21%	13%	16%	19%
303	XS1795409082	19%	22%	25%	17%	20%	23%
304	XS1843443273	12%	15%	18%	10%	13%	16%
305	XS1911645049	12%	15%	18%	10%	13%	16%
306	XS1951067039	12%	15%	18%	10%	13%	16%
307	XS1951084471	18%	21%	24%	16%	19%	22%
308	XS1961080501	12%	15%	18%	10%	13%	16%
309	XS2099763075	15%	18%	21%	13%	16%	19%
310	XS2124187571	25%	28%	31%	23%	26%	29%
311	XS2157526315	16%	19%	22%	14%	17%	20%
312	XS2196334671	22%	25%	28%	20%	23%	26%
313	RU000A0JS4Z7	12%	15%	18%	10%	13%	16%
314	RU000A0JT6J5	18%	21%	24%	16%	19%	22%
315	RU000A100K80	16%	19%	22%	14%	17%	20%
316	RU000A1035Y6	12%	15%	18%	10%	13%	16%
317	RU000A103G75	24%	27%	30%	22%	25%	28%
318	RU000A103RS4	24%	27%	30%	22%	25%	28%
319	RU000A103T96	21%	24%	27%	19%	22%	25%
320	RU000A101RW0	21%	24%	27%	19%	22%	25%
321	RU000A101S08	25%	28%	31%	23%	26%	29%
322	RU000A101S16	25%	28%	31%	23%	26%	29%
323	XS0559915961	24%	27%	30%	22%	25%	28%
324	XS0993162683	18%	21%	24%	16%	19%	22%
325	XS1433454243	18%	21%	24%	16%	19%	22%
326	XS1592279522	24%	27%	30%	22%	25%	28%
327	XS1691350455	18%	21%	24%	16%	19%	22%
328	SU46020RMFS2	12%	13%	14%	10%	11%	12%
329	RU000A0JXJK7	36%	39%	42%	34%	37%	40%
330	RU000A0ZZER4	30%	33%	36%	28%	31%	34%
331	RU000A101LX1	30%	33%	36%	28%	31%	34%
332	RU000A103KG4	30%	33%	36%	28%	31%	34%
333	RU000A103TC4	48%	51%	54%	46%	49%	52%
334	XS2318748956	42%	45%	48%	40%	43%	46%
335	XS1843435337	36%	39%	42%	34%	37%	40%
336	XS1843437036	42%	45%	48%	40%	43%	46%
337	XS1843442465	30%	33%	36%	28%	31%	34%
338	XS2010030919	42%	45%	48%	40%	43%	46%
339	XS2159874002	48%	51%	54%	46%	49%	52%
340	RU000A0JUCR3	10%	15%	19%	12%	15%	18%
341	RU000A0JUCS1	10%	15%	19%	12%	15%	18%
342	RU000A0JWUX9	14%	17%	20%	16%	19%	22%
343	RU000A0ZYFN3	14%	17%	20%	16%	19%	22%
344	RU000A101590	14%	17%	20%	16%	19%	22%
345	RU000A0JTDX1	14%	17%	20%	16%	19%	22%
346	RU000A0JTW83	14%	17%	20%	16%	19%	22%
347	RU000A101Y18	24%	27%	30%	27%	30%	33%
348	RU000A102EE4	8%	11%	14%	13%	16%	19%
349	RU000A102EF1	8%	11%	14%	13%	16%	19%
350	RU000A0JVYG8	7%	10%	13%	13%	16%	19%
351	RU000A0JV3Q3	16%	19%	22%	22%	25%	28%
352	RU000A0JWST1	8%	11%	14%	14%	17%	20%
353	RU000A0JUAD7	16%	19%	22%	24%	27%	30%
354	RU000A0JU7Y9	14%	17%	20%	22%	25%	28%
355	RU000A0JWC82	8%	11%	14%	16%	19%	22%
356	RU000A102564	24%	27%	30%	27%	30%	33%
357	RU000A1028U9	24%	27%	30%	27%	30%	33%
358	RU000A102E37	24%	27%	100%	27%	30%	100%
359	RU000A102FE1	24%	27%	100%	27%	30%	100%
360	RU000A102S72	24%	27%	30%	27%	30%	33%
361	RU000A0JX090	7%	10%	13%	18%	21%	24%
362	RU000A0ZYWB3	14%	17%	20%	26%	29%	32%
363	RU000A0ZYEE5	16%	19%	22%	28%	31%	34%
364	RU000A0JS934	14%	17%	20%	28%	31%	34%
365	RU000A0JWNB0	16%	19%	22%	32%	35%	38%
366	RU000A0JS5R1	22%	26%	100%	100%	100%	100%
367	XS1319820897	17%	20%	23%	100%	100%	100%
368	RU000A1004A2	11%	14%	17%	9%	12%	15%
369	RU000A0ZYCR1	7%	10%	13%	11%	14%	17%

№	Ticker	Current concentration limits, number of securities		New concentration limits, number of securities
№	Ticker	LK1	LK2	LK1	LK2
1	RU000A0JXY44	2 000	2 001	200 000	1 000 000
2	RU000A100782	2 000	2 001	200 000	1 000 000
3	RU000A1009B9	2 000	2 001	100 000	500 000
4	RU000A100AB2	2 000	2 001	100 000	500 000
5	RU000A100V46	2 000	2 001	200 000	1 000 000
6	RU000A1010X1	2 000	2 001	100 000	500 000
7	RU000A0JVUX1	2 000	2 001	100 000	500 000
8	RU000A0JWP46	2 000	2 001	300 000	1 500 000
9	RU000A0JWV89	2 000	2 001	100 000	500 000
10	RU000A100VX2	2 000	2 001	140 000	700 000
11	RU000A1011A7	2 000	2 001	200 000	1 000 000
12	RU000A1016P4	2 000	2 001	100 000	500 000
13	RU000A1016Q2	2 000	2 001	100 000	500 000
14	RU000A101QA8	2 000	2 001	200 000	1 000 000
15	RU000A0ZZUT6	2 000	2 001	200 000	1 000 000
16	RU000A1007H0	2 000	2 001	200 000	1 000 000
17	RU000A1026C1	2 000	2 001	140 000	700 000
18	RU000A103117	2 000	2 001	200 000	1 000 000
19	RU000A0JXLR8	2 000	2 001	153 485	767 425
20	RU000A0ZZ9W4	2 000	2 001	300 000	1 500 000
21	RU000A1013Y3	2 000	2 001	200 000	1 000 000
22	RU000A101PP8	2 000	2 001	100 000	500 000
23	RU000A101PU8	2 000	2 001	200 000	1 000 000
24	RU000A101R33	2 000	2 001	200 000	1 000 000
25	RU000A101RH1	2 000	2 001	100 000	500 000
26	RU000A101T56	2 000	2 001	200 000	1 000 000
27	XS1625994618	2 000	2 001	10 651	53 255
28	RU000A0JVVK6	2 000	2 001	200 000	1 000 000
29	RU000A0JVVP5	2 000	2 001	200 000	1 000 000
30	RU000A0JVVT7	2 000	2 001	200 000	1 000 000
31	RU000A0ZZ1M2	2 000	2 001	140 000	700 000
32	RU000A1006H2	2 000	2 001	100 000	500 000
33	RU000A1016Z3	2 000	2 001	140 000	700 000
34	RU000A102LD1	2 000	2 001	120 000	600 000
35	RU000A0ZZ9P8	2 000	2 001	160 000	800 000
36	RU000A1011Q3	2 000	2 001	100 000	500 000
37	RU000A101665	2 000	2 001	200 000	1 000 000
38	RU000A1024W4	2 000	2 001	126 000	630 000
39	RU000A1031S7	2 000	2 001	600 000	3 000 000
40	RU000A1035D0	2 000	2 001	200 000	1 000 000
41	RU000A0JW5H6	2 000	2 001	100 000	500 000
42	RU000A101L96	2 000	2 001	200 000	1 000 000
43	RU000A101R90	2 000	2 001	100 000	500 000
44	RU000A101T64	2 000	2 001	200 000	1 000 000
45	RU000A102DS6	2 000	2 001	200 000	1 000 000
46	RU000A102FV5	2 000	2 001	140 000	700 000
47	RU000A1009A1	2 000	2 001	200 000	1 000 000
48	RU000A100B73	2 000	2 001	100 000	500 000
49	RU000A103372	2 000	2 001	200 000	1 000 000
50	RU000A0JX199	2 000	2 001	155 600	778 000
51	RU000A0JVP39	2 000	2 001	100 000	500 000
52	RU000A0JW126	2 000	2 001	100 000	500 000
53	RU000A0JX1C5	2 000	2 001	100 000	500 000
54	RU000A0JX2B5	2 000	2 001	100 000	500 000
55	RU000A0JRZ74	2 000	2 001	360 000	1 800 000
56	RU000A0JU0N7	2 000	2 001	480 000	2 400 000
57	RU000A0JU872	2 000	2 001	100 000	500 000
58	RU000A0JVNL1	2 000	2 001	4 000	20 000
59	RU000A0JVYL8	2 000	2 001	100 000	500 000
60	RU000A0JWR51	2 000	2 001	100 000	500 000
61	RU000A0JXSS1	2 000	10 000	100 000	500 000
62	XS1713474325	9 403	47 015	6 452	32 260
63	RU000A0JT7M7	400 000	2 000 000	200 000	1 000 000
64	RU000A1002E8	264 561	1 322 805	200 000	1 000 000
65	RU000A100VR4	300 000	1 500 000	100 000	500 000
66	RU000A102RS6	820 000	4 100 000	1 000 000	5 000 000
67	XS1964558339	10 000	50 000	6 745	33 725
68	XS0191754729	3 600	18 000	24 000	120 000
69	RU000A102YH5	540 000	2 700 000	600 000	3 000 000
70	RU000A103G59	500 000	2 500 000	300 000	1 500 000
71	RU000A103H66	300 000	1 500 000	100 000	500 000
72	RU000A0JXU48	4 000	20 000	11 000	55 000
73	XS1533922933	16 000	80 000	6 600	33 000
74	RU000A0ZZXM5	207 541	1 037 705	202 210	1 011 050
75	RU000A1039K7	100 000	500 000	161 289	806 445
76	XS1951067039	6 545	32 725	7 345	36 725
77	XS2099763075	10 820	54 100	11 620	58 100
78	RU000A103G75	1 000 000	5 000 000	600 000	3 000 000
79	RU000A101LX1	200 000	1 000 000	300 000	1 500 000
80	RU000A0JWC82	200 000	1 000 000	400 000	2 000 000
81	XS2384475930	100 000	500 000	10 000	50 000
82	XS2010026560	100 000	500 000	10 500	52 500
83	XS2010027451	100 000	500 000	12 000	60 000

№	Ticker	Current Ban on short selling	New Ban on short selling
1	RU000A0JVUX1	Yes	No
2	RU000A1016Q2	Yes	No
3	RU000A103117	Yes	No
4	XS1625994618	Yes	No
5	RU000A0JVVK6	Yes	No
6	RU000A0JVVP5	Yes	No
7	RU000A0JVVT7	Yes	No
8	RU000A1006H2	Yes	No
9	RU000A1031S7	Yes	No
10	RU000A1035D0	Yes	No
11	RU000A0JW5H6	Yes	No
12	RU000A101L96	Yes	No
13	RU000A1009A1	Yes	No
14	RU000A100B73	Yes	No
15	RU000A103372	Yes	No
16	RU000A0JX199	Yes	No
17	RU000A0JVP39	Yes	No
18	RU000A0JW126	Yes	No
19	RU000A0JX1C5	Yes	No
20	RU000A0JX2B5	Yes	No
21	RU000A0JVNL1	Yes	No
22	RU000A0JVYL8	Yes	No
23	RU000A0JWR51	Yes	No
24	RU000A0JS5R1	No	Yes
25	XS1319820897	No	Yes

№	Ticker	Current stress scenario UP	Current stress scenario DOWN	New stress scenario UP	New stress scenario DOWN
1	RU000A0JXY44	0.00%	0.00%	1.50%	1.50%
2	RU000A100782	0.00%	0.00%	1.50%	1.50%
3	RU000A1009B9	0.00%	0.00%	1.50%	1.50%
4	RU000A100AB2	0.00%	0.00%	1.50%	1.50%
5	RU000A100V46	0.00%	0.00%	1.50%	1.50%
6	RU000A1010X1	0.00%	0.00%	1.50%	1.50%
7	RU000A0JVUX1	0.00%	0.00%	1.50%	1.50%
8	RU000A0JWLD0	0.00%	0.00%	2.25%	2.25%
9	RU000A0JWP46	0.00%	0.00%	1.50%	1.50%
10	RU000A0JWV89	0.00%	0.00%	1.50%	1.50%
11	RU000A100VX2	0.00%	0.00%	1.50%	1.50%
12	RU000A100W60	0.00%	0.00%	1.50%	1.50%
13	RU000A1011A7	0.00%	0.00%	1.50%	1.50%
14	RU000A1016P4	0.00%	0.00%	1.50%	1.50%
15	RU000A1016Q2	0.00%	0.00%	1.50%	1.50%
16	RU000A101QA8	0.00%	0.00%	1.50%	1.50%
17	RU000A0ZZUT6	0.00%	0.00%	2.25%	2.25%
18	RU000A1007H0	0.00%	0.00%	2.25%	2.25%
19	RU000A1026C1	0.00%	0.00%	2.25%	2.25%
20	RU000A103117	0.00%	0.00%	2.25%	2.25%
21	RU000A0JXLR8	0.00%	0.00%	2.25%	2.25%
22	RU000A0ZZ9W4	0.00%	0.00%	2.25%	2.25%
23	RU000A1013Y3	0.00%	0.00%	2.25%	2.25%
24	RU000A101PP8	0.00%	0.00%	2.25%	2.25%
25	RU000A101PU8	0.00%	0.00%	2.25%	2.25%
26	RU000A101R33	0.00%	0.00%	2.25%	2.25%
27	RU000A101RH1	0.00%	0.00%	2.25%	2.25%
28	RU000A101T56	0.00%	0.00%	2.25%	2.25%
29	XS1625994618	0.00%	0.00%	2.00%	2.00%
30	RU000A0JVVK6	0.00%	0.00%	1.50%	1.50%
31	RU000A0JVVP5	0.00%	0.00%	1.50%	1.50%
32	RU000A0JVVT7	0.00%	0.00%	1.50%	1.50%
33	RU000A0ZZ1M2	0.00%	0.00%	1.50%	1.50%
34	RU000A1006H2	0.00%	0.00%	2.25%	2.25%
35	RU000A100YE6	0.00%	0.00%	2.25%	2.25%
36	RU000A1016Z3	0.00%	0.00%	2.25%	2.25%
37	RU000A102LD1	0.00%	0.00%	2.25%	2.25%
38	RU000A0ZZ9P8	0.00%	0.00%	3.75%	3.75%
39	RU000A1011Q3	0.00%	0.00%	3.75%	3.75%
40	RU000A101665	0.00%	0.00%	3.75%	3.75%
41	RU000A1024W4	0.00%	0.00%	3.75%	3.75%
42	RU000A1031S7	0.00%	0.00%	5.50%	5.50%
43	RU000A1035D0	0.00%	0.00%	3.75%	3.75%
44	RU000A0JW5H6	0.00%	0.00%	5.50%	5.50%
45	RU000A101L96	0.00%	0.00%	3.75%	3.75%
46	RU000A101R90	0.00%	0.00%	5.50%	5.50%
47	RU000A101T64	0.00%	0.00%	3.75%	3.75%
48	RU000A102DS6	0.00%	0.00%	5.50%	5.50%
49	RU000A102FV5	0.00%	0.00%	5.50%	5.50%
50	RU000A1009A1	0.00%	0.00%	5.50%	5.50%
51	RU000A100B73	0.00%	0.00%	5.50%	5.50%
52	RU000A103372	0.00%	0.00%	5.50%	5.50%
53	RU000A0JX199	0.00%	0.00%	5.50%	5.50%
54	RU000A0JVP39	0.00%	0.00%	5.50%	5.50%
55	RU000A0JW126	0.00%	0.00%	8.50%	8.50%
56	RU000A0JX1C5	0.00%	0.00%	8.50%	8.50%
57	RU000A0JX2B5	0.00%	0.00%	8.50%	8.50%
58	RU000A0JRZ74	0.00%	0.00%	5.50%	5.50%
59	RU000A0JU0N7	0.00%	0.00%	5.50%	5.50%
60	RU000A0JU872	0.00%	0.00%	2.25%	2.25%
61	RU000A0JVNL1	0.00%	0.00%	2.00%	2.00%
62	RU000A0JVYL8	0.00%	0.00%	1.50%	1.50%
63	RU000A0JWR51	0.00%	0.00%	5.50%	5.50%
64	RU000A0JXSS1	0.00%	0.00%	2.25%	2.25%
65	XS2363250833	0.00%	0.00%	2.00%	2.00%
66	RU000A1009L8	0.00%	0.00%	5.50%	5.50%
67	RU000A102QP4	0.00%	0.00%	5.50%	5.50%
68	RU000A1030T7	0.00%	0.00%	5.50%	5.50%
69	RU000A0JXYL4	0.00%	0.00%	3.75%	3.75%
70	RU000A0ZYUW3	0.00%	0.00%	3.75%	3.75%
71	RU000A100ET6	0.00%	0.00%	1.50%	1.50%
72	XS2063279959	5.50%	5.50%	2.00%	2.00%
73	RU000A0ZYFM5	0.00%	0.00%	1.50%	1.50%
74	RU000A0ZYMD0	2.25%	2.25%	1.50%	1.50%
75	RU000A100AN7	3.75%	3.75%	2.25%	2.25%
76	CH0404311711	2.00%	2.00%	5.00%	3.00%
77	RU000A0JVM81	3.75%	3.75%	2.25%	2.25%
78	RU000A101RP4	5.00%	5.00%	2.25%	2.25%
79	RU000A1026V1	5.00%	5.00%	2.25%	2.25%
80	RU000A1028C7	3.75%	3.75%	2.25%	2.25%
81	RU000A102960	3.75%	3.75%	2.25%	2.25%
82	RU000A102AJ1	0.00%	0.00%	2.25%	2.25%
83	RU000A0JWMS6	3.75%	3.75%	2.25%	2.25%
84	RU000A0JXS59	3.75%	3.75%	2.25%	2.25%
85	RU000A100GY1	3.75%	3.75%	2.25%	2.25%
86	SU26233RMFS5	10.00%	10.00%	8.50%	8.50%
87	XS0842078536	2.25%	2.25%	7.00%	5.00%
88	XS0848530977	2.25%	2.25%	7.00%	5.00%
89	XS0935311240	2.25%	2.25%	5.00%	3.00%
90	XS0979891925	3.75%	3.75%	5.00%	3.00%
91	RU000A0JWZY6	3.75%	3.75%	2.25%	2.25%
92	RU000A0JXUD9	3.75%	3.75%	2.25%	2.25%
93	RU000A0ZYCM2	3.75%	3.75%	2.25%	2.25%
94	RU000A0ZYFB8	3.75%	3.75%	2.25%	2.25%
95	RU000A0ZYYE3	3.75%	3.75%	2.25%	2.25%
96	RU000A100238	3.75%	3.75%	2.25%	2.25%
97	RU000A101988	3.75%	3.75%	2.25%	2.25%
98	RU000A101NH0	8.00%	8.00%	5.50%	5.50%
99	RU000A102DQ0	3.75%	3.75%	2.25%	2.25%
100	RU000A102K39	3.75%	3.75%	2.25%	2.25%
101	RU000A102R73	0.00%	0.00%	2.25%	2.25%
102	RU000A102RF3	0.00%	0.00%	2.25%	2.25%
103	RU000A102RT4	0.00%	0.00%	2.25%	2.25%
104	RU000A102TA0	0.00%	0.00%	5.50%	5.50%
105	RU000A103G59	5.50%	5.50%	0.00%	0.00%
106	RU000A103H66	5.50%	5.50%	0.00%	0.00%
107	RU000A0JTLJ3	2.25%	2.25%	1.50%	1.50%
108	RU000A0JTM44	0.00%	0.00%	2.25%	2.25%
109	RU000A0JWD57	0.00%	0.00%	2.25%	2.25%
110	RU000A0JX1S1	2.25%	2.25%	1.50%	1.50%
111	RU000A0ZYLF7	2.25%	2.25%	1.50%	1.50%
112	RU000A0ZYLJ9	3.00%	3.00%	1.50%	1.50%
113	RU000A0ZYQU5	2.25%	2.25%	1.50%	1.50%
114	RU000A0ZZ1H2	1.50%	1.50%	2.25%	2.25%
115	RU000A0ZZ7C0	2.25%	2.25%	1.50%	1.50%
116	RU000A0ZZRK1	3.75%	3.75%	2.25%	2.25%
117	RU000A1001V4	5.00%	5.00%	2.25%	2.25%
118	RU000A100FE5	2.25%	2.25%	1.50%	1.50%
119	RU000A100LS3	2.25%	2.25%	1.50%	1.50%
120	RU000A100ZK0	3.75%	3.75%	2.25%	2.25%
121	RU000A101459	2.25%	2.25%	1.50%	1.50%
122	RU000A1017H9	2.25%	2.25%	1.50%	1.50%
123	RU000A1018K1	2.25%	2.25%	1.50%	1.50%
124	RU000A1018X4	2.25%	2.25%	1.50%	1.50%
125	RU000A101939	2.25%	2.25%	1.50%	1.50%
126	RU000A101D13	2.25%	2.25%	1.50%	1.50%
127	RU000A101DE8	3.75%	3.75%	2.25%	2.25%
128	RU000A101DF5	3.75%	3.75%	2.25%	2.25%
129	RU000A101Q42	0.00%	0.00%	1.50%	1.50%
130	RU000A101Q59	0.00%	0.00%	1.50%	1.50%
131	RU000A101WF5	3.75%	3.75%	2.25%	2.25%
132	RU000A102FC5	3.80%	3.80%	2.25%	2.25%
133	XS0997544860	2.00%	2.00%	5.00%	3.00%
134	XS1533922933	2.00%	2.00%	5.00%	3.00%
135	RU000A0JWK74	8.00%	8.00%	5.50%	5.50%
136	RU000A0ZYML3	2.25%	2.25%	1.50%	1.50%
137	RU000A0ZYX69	5.50%	5.50%	3.75%	3.75%
138	RU000A0ZZ1J8	5.50%	5.50%	3.75%	3.75%
139	RU000A1004S4	2.25%	2.25%	1.50%	1.50%
140	RU000A100A66	5.50%	5.50%	3.75%	3.75%
141	RU000A101CL5	10.00%	10.00%	8.50%	8.50%
142	RU000A101SD8	10.00%	10.00%	5.50%	5.50%
143	RU000A101WR0	3.75%	3.75%	2.25%	2.25%
144	RU000A102CR0	5.50%	5.50%	3.75%	3.75%
145	RU000A102E52	8.50%	8.50%	5.50%	5.50%
146	XS1400710726	7.00%	5.00%	5.00%	3.00%
147	XS1843443273	2.00%	2.00%	5.00%	3.00%
148	XS1911645049	2.00%	2.00%	5.00%	3.00%
149	XS1951067039	2.00%	2.00%	5.00%	3.00%
150	XS1961080501	2.00%	2.00%	5.00%	3.00%
151	XS2124187571	7.00%	5.00%	2.00%	2.00%
152	XS2157526315	7.00%	5.00%	2.00%	2.00%
153	XS2196334671	7.00%	5.00%	2.00%	2.00%
154	RU000A103G75	2.25%	2.25%	0.00%	0.00%
155	RU000A101RW0	8.50%	8.50%	5.50%	5.50%
156	SU46020RMFS2	10.00%	10.00%	8.50%	8.50%
157	RU000A0JUCR3	3.75%	3.75%	1.50%	1.50%
158	RU000A0JUCS1	3.75%	3.75%	1.50%	1.50%
159	RU000A0JVYG8	1.50%	1.50%	3.75%	3.75%
160	RU000A0JWST1	1.50%	1.50%	3.75%	3.75%
161	RU000A0JWC82	1.50%	1.50%	5.50%	5.50%
162	RU000A0JX090	0.00%	0.00%	5.50%	5.50%
163	RU000A0JS5R1	1.50%	1.50%	0.00%	0.00%
164	XS1319820897	2.00%	2.00%	0.00%	0.00%
165	RU000A0ZYCR1	1.50%	1.50%	2.25%	2.25%