News

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

25.09.2014

02.10.2014

NLMK Group

NLMK

08.10.2014

15.10.2014

Gazprom-Neft

SIBN

15.10.2014

22.10.2014

Novatek

NVTK

23.10.2014

30.10.2014