News

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

MMC Norilsk Nickel

GMKN

18.12.2014

25.12.2014

Uralkali

URKA

07.11.2014

14.11.2014

Uralkali

URKA

13.01.2015

20.01.2015

TMK

TRMK

10.11.2014

17.11.2014

TMK

TRMK

08.01.2015

15.01.2015