If market volatility does not significantly increase by December 27, 2017, risk parameters will be equal to the values listed below.

FX and precious metals market

CCP NCC sets the following risk parameters on FX and precious metals market from December 28, 2017 till January 9, 2018 inclusively:

Securities market

CCP NCC sets the following risk parameters on Securities market from December 28, 2017 till January 9, 2018 inclusively:

Shares, DRs, ETFs:

Bonds:

Derivatives Market

CCP NCC sets the following risk parameters on Derivatives market:

1. From 7:00 pm on December 26, 2017 till 7:00 pm January 9, 2018

2. From 7:00 pm on December 27, 2017 till 7:00 pm January 9, 2018

Standardized OTC Derivatives market

CCP NCC sets the following FX risk rates on Standardized OTC Derivatives market from 5:00 pm on December 27, 2017 till 5:00 pm on January 9, 2018:

Market risk rates for New Year/Christmas public holidays period

OJSC Moscow Exchange MICEX-RTS published this content on 13 December 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 13 December 2017 12:43:03 UTC.

Original documenthttp://www.moex.com/n18005/?nt=200

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