The following risk parameters for the securities SIBN, VSMO, NLMK will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
SIBN
-50%
-200%
21.08.2015
VSMO
24.08.2015
NLMK
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
19.08.2015 - 24.08.2015
20.08.2015 - 25.08.2015
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
