Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 17/11/2015

The following risk parameters for the securities GMKN, HYDR will be changed:

  • Lower REPO Penalty Rate (LPenRate)
Ticker Current value New value New value effective for
GMKN -50% -200% 20.11.2015
HYDR -50% -200% 23.11.2015
  • Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
Ticker Current value New value New value effective for
GMKN 50% 77% 18.11.2015 - 23.11.2015
HYDR 50% 77% 19.11.2015 - 24.11.2015
  • Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
Ticker Current value New value New value effective for
GMKN 40% 55% 18.11.2015 - 23.11.2015
HYDR 40% 55% 19.11.2015 - 24.11.2015