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
Severstal
CHMF
18.09.2014
25.09.2014
PhosAgro
PHOR
02.10.2014
NLMK Group
NLMK
08.10.2014
15.10.2014
Gazprom-Neft
SIBN
22.10.2014
Novatek
NVTK
23.10.2014
30.10.2014