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
13.05.2015 15:52

Risk Parameters Change for the securities ALRS, POLY

The following risk parameters will be changed:

For POLY

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 14, 2015 to May 19, 2015
  • Lower REPO Penalty Rate (LPenRate) to −200% for May 18, 2015.

For ALRS

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 15, 2015 to May 20, 2015
  • Lower REPO Penalty Rate (LPenRate) to −200% for May 19, 2015.

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