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 |