NCC | Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market starting from March 15, 2022:

№	Ticker	Current stress scenario UP	Current stress scenario DOWN	New stress scenario UP	New stress scenario DOWN
1	XS1760786340	5.5%	5.5%	0%	0%
2	XS2063279959	2.0%	2.0%	0%	0%
3	RU000A1014J2	5.5%	5.5%	0%	0%
4	RU000A102879	5.5%	5.5%	0%	0%
5	RU000A102887	5.5%	5.5%	0%	0%
6	RU000A102QJ7	5.5%	5.5%	0%	0%
7	RU000A1034P7	5.5%	5.5%	0%	0%
8	XS0810596832	5.5%	5.5%	0%	0%
9	XS0842078536	7.0%	5.0%	0%	0%
10	XS2243631095	5.5%	5.5%	0%	0%
11	XS2243636219	5.5%	5.5%	0%	0%
12	RU000A1039A8	5.5%	5.5%	0%	0%
13	RU000A103QN7	5.5%	5.5%	0%	0%
14	RU000A0ZZFZ4	5.5%	5.5%	0%	0%
15	CH1100259816	2.0%	2.0%	0%	0%
16	RU000A101TT2	5.5%	5.5%	0%	0%
17	RU000A101Y18	5.5%	5.5%	0%	0%
18	RU000A102564	5.5%	5.5%	0%	0%
19	RU000A1028U9	5.5%	5.5%	0%	0%
20	RU000A102E37	5.5%	5.5%	0%	0%
21	RU000A102FE1	5.5%	5.5%	0%	0%
22	RU000A102S72	5.5%	5.5%	0%	0%
23	XS0979891925	5.0%	3.0%	0%	0%
24	RU000A102HC1	5.5%	5.5%	0%	0%
25	XS0848530977	7.0%	5.0%	0%	0%
26	XS0935311240	5.0%	3.0%	0%	0%