The following risk parameters for the securities MTSS, VTBR, CHMF, TGKA, EONR will be changed:
· Interest rate risk decrease rate - SECΔ_1. (Y0/Y1)
Ticker
Current value
New value
New value effective for
MTSS
35%
77%
01.07.2016 - 05.07.2016
VTBR
30.06.2016 - 04.07.2016
CHMF
TGKA
05.07.2016 - 07.07.2016
EONR
· Market Risk Rate of the first, second and third level - S_1(2,3)_min
№
Minimum Initial Margin for
the Market Risk, %
Level 1, S1_min
Level 2, S2_min
Level 3, S3_min
1
01.07.2016-05.07.2016
20%
25%
30%
2
22%
27%
34%
3
30.06.2016-04.07.2016
40%
55%
65%
