Risk Parameters Change for the securities
The following risk parameters for the securities ALRS,GAZP will be changed:
· Interest rate risk decrease rate - SECΔ_1. (Y0/Y1)
Ticker
Current value
New value
New value effective for
ALRS
35%
77%
15.07.2016 - 19.07.2016
GAZP
18.07.2016 - 20.07.2016
· 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
19%
23%
30%
