The following risk parameters for the securities EONR, GAZP, AFLT, CHMF, VTBR, TATN, GMKN, MTSS, SVAV, AFKS, ENRU, URKA, DIXY, LKOH, TRMK, MOEX, NKNC, NVTK will be changed:
- Lower REPO Penalty Rate (LPenRate)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| EONR | -50% | -200% | 04.05.2016 |
| GAZP | -50% | -200% | 11.05.2016 |
| AFLT | -50% | -200% | 10.05.2016 |
| CHMF | -100% | -200% | 10.05.2016 |
| VTBR | -50% | -200% | 06.05.2016 |
| TATN | -50% | -200% | 06.05.2016 |
| GMKN | -50% | -200% | 11.05.2016 |
| MTSS | -50% | -200% | 06.05.2016 |
| SVAV | -50% | -200% | 16.05.2016 |
| AFKS | -50% | -200% | 10.05.2016 |
| ENRU | -50% | -200% | 10.05.2016 |
| URKA | -50% | -200% | 11.05.2016 |
| DIXY | -50% | -200% | 04.05.2016 |
| LKOH | -50% | -200% | 10.05.2016 |
| TRMK | -50% | -200% | 04.05.2016 |
| MOEX | -50% | -200% | 16.05.2016 |
| NKNC | -50% | -200% | 04.05.2016 |
| NVTK | -200% | -200% | 04.05.2016 |
- 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 |
|---|---|---|---|
| EONR | 50% | 77% | 28.04.2016 - 05.05.2016 |
| GAZP | 50% | 77% | 06.05.2016 -12.05.2016 |
| AFLT | 50% | 77% | 05.05.2016 -11.05.2016 |
| CHMF | 50% | 77% | 05.05.2016 -11.05.2016 |
| VTBR | 50% | 77% | 04.05.2016 -10.05.2016 |
| TATN | 50% | 77% | 04.05.2016 -10.05.2016 |
| GMKN | 50% | 77% | 06.05.2016 -12.05.2016 |
| MTSS | 50% | 77% | 04.05.2016 -10.05.2016 |
| SVAV | 50% | 77% | 12.05.2016 - 17.05.2016 |
| AFKS | 50% | 77% | 05.05.2016 -11.05.2016 |
| ENRU | 20% | 77% | 05.05.2016 -11.05.2016 |
| URKA | 50% | 77% | 06.05.2016 -12.05.2016 |
| DIXY | 50% | 77% | 28.04.2016 - 05.05.2016 |
| LKOH | 50% | 77% | 05.05.2016 -11.05.2016 |
| TRMK | 50% | 77% | 28.04.2016 - 05.05.2016 |
| MOEX | 50% | 77% | 12.05.2016 - 17.05.2016 |
| NKNC | 50% | 77% | 28.04.2016 – 05.05.2016 |
| NVTK | 50% | 77% | 28.04.2016 – 05.05.2016 |
- 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 |
|---|---|---|---|
| EONR | 40% | 55% | 28.04.2016 - 05.05.2016 |
| GAZP | 40% | 55% | 06.05.2016 -12.05.2016 |
| AFLT | 40% | 55% | 05.05.2016 -11.05.2016 |
| CHMF | 40% | 55% | 05.05.2016 -11.05.2016 |
| VTBR | 40% | 55% | 04.05.2016 -10.05.2016 |
| TATN | 40% | 55% | 04.05.2016 -10.05.2016 |
| GMKN | 40% | 55% | 06.05.2016 -12.05.2016 |
| MTSS | 40% | 55% | 04.05.2016 -10.05.2016 |
| SVAV | 40% | 55% | 12.05.2016 - 17.05.2016 |
| AFKS | 40% | 55% | 05.05.2016 -11.05.2016 |
| ENRU | 40% | 55% | 05.05.2016 -11.05.2016 |
| URKA | 40% | 55% | 06.05.2016 -12.05.2016 |
| DIXY | 40% | 55% | 28.04.2016 - 05.05.2016 |
| LKOH | 40% | 55% | 05.05.2016 -11.05.2016 |
| TRMK | 40% | 55% | 28.04.2016 - 05.05.2016 |
| MOEX | 40% | 55% | 12.05.2016 - 17.05.2016 |
| NKNC | 40% | 55% | 28.04.2016 – 05.05.2016 |
| NVTK | 40% | 55% | 28.04.2016 – 05.05.2016 |
- Market Risk Rate of the first, second and third level - S_1(2,3)_min
| № | Ticker | New value effective for | Minimum Initial Margin for the Market Risk, % | ||
|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
| 1 | MOEX | 12.05.2016 – 16.05.2016 | 22% | 27% | 34% |
