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
M.video
MVID
03.11.2014
07.11.2014
12.12.2014
19.12.2014
MMK
MAGN
05.11.2014
12.11.2014
26.12.2014
Lukoil
LKOH
24.12.2014
05.01.2015
Magnit
MGNT
06.11.2014
13.11.2014
08.01.2015
