Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities LKOH

Date 09/07/2015

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

Issuer Code Risk parameters Value Period
PJSC "LUKOIL" LKOH Δ_1(2,3)_min (Y0/Y1) 77% From 10.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
PJSC "LUKOIL" LKOH LPenRate -200% From 14.07.2015
LPenRate -50% From 15.07.2015
PJSC "LUKOIL" LKOH Δ_1(2,3)_min (Y0/Y1) 50% From 16.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%