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09 June 2017 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
|
Ticker |
Description |
Current value |
New value |
New value effective for |
|
SBER |
Sberbank ord. shares |
35% |
77% |
09.06.2017 - 14.06.2017 |
|
SBERP |
Sberbank pref. shares |
35% |
77% |
09.06.2017 - 14.06.2017 |
Spot Risk Rates
Due to concentration limits change from June 14, 2017 for SBER and SBERP shares the following schedule for risk-parameters change will be applied:
Effective from Description Ticker IM Rate Concentration limits, lots S_1_min S_2_min S_3_min LK_1 LK_2 09.06.2017 Sberbank ord. shares SBER 17% 21% 28% 32,651,100 65,302,200 09.06.2017 Sberbank pref. shares SBERP 21% 22% 32% 4,882,400 9,764,800 14.06.2017 Sberbank ord. shares SBER 17% 21% 28% 27,910,506 63,091,117 14.06.2017 Sberbank pref. shares SBERP 21% 22% 32% 1,035,408 5,177,040 15.06.2017 Sberbank ord. shares SBER 14% 18% 25% 27,910,506 63,091,117 15.06.2017 Sberbank pref. shares SBERP 17% 18% 28% 1,035,408 5,177,040