MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
28.07.2015 17:46

Risk Parameters Change for the securities

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

  • Lower REPO Penalty Rate (LPenRate)
Ticker Current value New value New value effective for
CHMF -50% -200% 03.08.2015
  • 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
CHMF 50% 77% 30.07.2015-05.08.2015
  • 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
CHMF 40% 55% 30.07.2015-05.08.2015

 

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