Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 18/08/2015

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

  • Lower REPO Penalty Rate (LPenRate)
Ticker Current value New value New value effective for
SIBN -50% -200% 21.08.2015
VSMO -50% -200% 24.08.2015
NLMK -50% -200% 24.08.2015
  • 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
SIBN 50% 77% 19.08.2015 - 24.08.2015
VSMO 50% 77% 20.08.2015 - 25.08.2015
NLMK 50% 77% 20.08.2015 - 25.08.2015
  • 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
SIBN 40% 55% 19.08.2015 - 24.08.2015
VSMO 40% 55% 20.08.2015 - 25.08.2015
NLMK 40% 55% 20.08.2015 - 25.08.2015