The following risk parameters for the securities MTSS and MGNT will be changed:
- Lower REPO Penalty Rate (LPenRate) to -200%
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77%
- Ratio coefficient (x_IR) to 1,1
Validity period of the risk parameters
Security
Code
Start date
End date
JSC Gazprom Neft
SIBN
20.08.2014
27.08.2014
NLMK Group
NLMK