01.07.2015 17:13
Risk Parameters Change for the Securities
The following risk parameters for the securities MTSS, HYDR, VTBR, NVTK, EONR, URKA will be changed:
| Code | Risk parameters | Value | Period |
|---|---|---|---|
| MTSS | S1_min | 22% | 03.07.2015-08.07.2015 |
| S2_min | 27% | ||
| S3_min | 32% | ||
| MTSS | Δ_1(2,3)_min (Y0/Y1) | 77% | 03.07.2015-08.07.2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| HYDR | Δ_1(2,3)_min (Y0/Y1) | 77% | 03.07.2015-08.07.2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| VTBR | Δ_1(2,3)_min (Y0/Y1) | 77% | 02.07.2015-07.07.2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| NVTK | Δ_1(2,3)_min (Y0/Y1) | 77% | 03.07.2015-08.07.2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| EONR | Δ_1(2,3)_min (Y0/Y1) | 77% | 03.07.2015-08.07.2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| URKA | Δ_1(2,3)_min (Y0/Y1) | 77% | 06.07.2015-09.07.2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| MTSS | LPenRate | -200% | на 07.07.2015 |
| HYDR | LPenRate | -200% | на 07.07.2015 |
| VTBR | LPenRate | -200% | на 06.07.2015 |
| NVTK | LPenRate | -200% | на 07.07.2015 |
| EONR | LPenRate | -200% | на 07.07.2015 |
| URKA | LPenRate | -200% | на 08.07.2015 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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