The following risk parameters for the securities RTKM, RTKMP, TATN, TATNP, HYDR will be changed:
· Interest rate risk decrease rate - SECΔ_1. (Y0/Y1)
Ticker
Current value
New value
New value effective for
RTKM
35%
77%
06.07.2016 - 08.07.2016
RTKMP
TATN
TATNP
HYDR
· 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
06.07.2016-08.07.2016
28%
38%
50%
2
41%
61%
95%
3
24%
29%
34%
