This is to inform you that due to the issuer’s reorganization NCC took a decision on including OJSC MTS common shares (ticker MTSS) into the clearing List starting from October, 3 2014.
The following risk parameters will be applied to the securities:
Name
Ticker
Minimum initial margin for
the market risk, %
Concentration limits
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
OJSC MTS
MTSS
18%
23%
30%
721 000
1 442 000
Lower bound of the REPO penalty rate will be equal to -20%.
Please note: Only securities included into the Clearing List can be accepted as collateral.
