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01 July 2015 Risk Parameters Change for the securities
The following risk parameters for the securities MTSS, HYDR, VTBR, NVTK, EONR, URKA will be changed:
|
Code |
Risk parameters |
Value |
Period |
|
MTSS |
S1_min |
22% |
03.07.2015-08.07.2015 |
|
S2_min |
27% |
||
|
S3_min |
32% |
||
|
MTSS |
Δ_1(2,3)_min (Y0/Y1) |
77% |
03.07.2015-08.07.2015 |
|
Δ_1(2,3)_min (Y0/Y1W) |
55% |
||
|
HYDR |
Δ_1(2,3)_min (Y0/Y1) |
77% |
03.07.2015-08.07.2015 |
|
Δ_1(2,3)_min (Y0/Y1W) |
55% |
||
|
VTBR |
Δ_1(2,3)_min (Y0/Y1) |
77% |
02.07.2015-07.07.2015 |
|
Δ_1(2,3)_min (Y0/Y1W) |
55% |
||
|
NVTK |
Δ_1(2,3)_min (Y0/Y1) |
77% |
03.07.2015-08.07.2015 |
|
Δ_1(2,3)_min (Y0/Y1W) |
55% |
||
|
EONR |
Δ_1(2,3)_min (Y0/Y1) |
77% |
03.07.2015-08.07.2015 |
|
Δ_1(2,3)_min (Y0/Y1W) |
55% |
||
|
URKA |
Δ_1(2,3)_min (Y0/Y1) |
77% |
06.07.2015-09.07.2015 |
|
Δ_1(2,3)_min (Y0/Y1W) |
55% |
||
|
MTSS |
LPenRate |
-200% |
на 07.07.2015 |
|
HYDR |
LPenRate |
-200% |
на 07.07.2015 |
|
VTBR |
LPenRate |
-200% |
на 06.07.2015 |
|
NVTK |
LPenRate |
-200% |
на 07.07.2015 |
|
EONR |
LPenRate |
-200% |
на 07.07.2015 |
|
URKA |
LPenRate |
-200% |
на 08.07.2015 |