Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 19/04/2016

The following risk parameters for the securities SIBN will be changed:

  • Lower REPO Penalty Rate (LPenRate)
TickerCurrent valueNew valueNew value effective for
SIBN -50% -200% 26.04.2016
  • Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
TickerCurrent valueNew valueNew value effective for
SIBN 50% 77% 22.04.2016 - 27.04.2016
  • Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
TickerCurrent valueNew valueNew value effective for
SIBN 40% 55% 22.04.2016 - 27.04.2016