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              24.08.2016 15:11

              Risk parameters for bond

              This bond will be transferred to the partial collateral from August 25, 2016. From this date on, the following risk parameters will be applied:

              Ticker

              Minimum Initial Margin for

              the Market Risk, %

              Concentration Limit,

              # of securities
              Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
              RU000A0JWNE4 18% 21% 24% 4 000 20 000

               

              Ticker IR risk (downward scenario), %
              Y0/Y1 (1 day) Y0/YW (1 week)
              RU000A0JWNE4 35% 35%

               

              For further information, please contact the Public Relations Department at (495) 363-3232.

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