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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
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19.04.2016 17:38

Risk Parameters Change for the securities

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

  • Lower REPO Penalty Rate (LPenRate)
Ticker Current value New value New value effective for
SIBN -50% -200% 26.04.2016
  • 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% 22.04.2016 - 27.04.2016
  • 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% 22.04.2016 - 27.04.2016

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