The following risk parameters for the securities NVTK and CHMF 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
Novatek
NVTK
09.09.2014
16.09.2014
Severstal
CHMF