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

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13.04.2015 15:42

Risk Parameters Change for the securities LSRG (LSR Group)

The following risk parameters for the securities LSRG (LSR Group) will be changed:

Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from April 15, 2015 to April 20, 2015
Lower REPO Penalty Rate (LPenRate) to —200% for April 17, 2015

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

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