29.06.2015 17:38
Risk Parameters Change for the securities RTKM, RTKMP
The following risk parameters for the securities RTKM, RTKMP will be changed:
| Code | Risk parameters | Value | Period |
|---|---|---|---|
| RTKM | Δ_1(2,3)_min (Y0/Y1) | 77% | From July 01, 2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| RTKMP | Δ_1(2,3)_min (Y0/Y1) | 77% | From July 01, 2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
| RTKM | LPenRate | -200% | From July 03, 2015 |
| LPenRate | -50% | From July 06, 2015 | |
| RTKMP | LPenRate | -200% | From July 03, 2015 |
| LPenRate | -50% | From July 06, 2015 | |
| RTKM | Δ_1(2,3)_min (Y0/Y1) | 50% | From July 07, 2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 40% | ||
| RTKMP | Δ_1(2,3)_min (Y0/Y1) | 50% | From July 07, 2015 |
| Δ_1(2,3)_min (Y0/Y1W) | 40% |
For further information, please contact the Public Relations Department at (495) 363-3232.