The following risk parameters for the securities GMKN, URKA and TRMK 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
MMC Norilsk Nickel
GMKN
07.11.2014
14.11.2014
18.12.2014
25.12.2014
Uralkali
URKA
13.01.2015
20.01.2015
TMK
TRMK
10.11.2014
17.11.2014
08.01.2015
15.01.2015