The following risk parameters for the securities FEES, MFON, LKOH will be changed:
· Interest rate risk decrease rate - SECΔ_1. (Y0/Y1)
Ticker
Current value
New value
New value effective for
FEES
35%
77%
07.07.2016 - 11.07.2016
MFON
LKOH
08.07.2016 - 12.07.2016
· 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
41%
61%
66%
2
31%
51%
3
18%
22%
29%
