The following risk parameters for the securities GMKN, NLMK, LKOH will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
GMKN
-50%
-200%
30.12.2015
NLMK
06.01.2016
LKOH
24.12.2015
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
28.12.2015 - 04.01.2016
04.01.2016 - 11.01.2016
22.12.2015 – 25.12.2015
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
