Risk Parameters Change for the securities POLY

The following risk parameters for the securities POLY will be changed for the period from 17.12.2014 to 23.12.2014:

• Lower REPO Penalty Rate (LPenRate) to −200%
• Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77%
• Ratio coefficient (x_IR) to 1,1

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