09.07.2015 18:21

Risk Parameters Change for the securities ALRS, FEES, SNGS, SNGSP, TATN, TATNP

The following risk parameters for the securities ALRS, FEES, SNGS, SNGSP, TATN, TATNP will be changed:

Issuer Code Risk parameters Value Period
OJSC "ALROSA" ALRS Δ_1(2,3)_min (Y0/Y1) 77% From 13.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
JSC TATNEFT TATN Δ_1(2,3)_min (Y0/Y1) 77% From 13.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
JSC TATNEFT, ps TATNP Δ_1(2,3)_min (Y0/Y1) 77% From 13.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
JSC TATNEFT TATN S1_min 21% From 13.07.2015
S2_min 25%
S3_min 30%
OJSC "Surgutneftegas" SNGS S1_min 17% From 14.07.2015
S2_min 22%
S3_min 27%
OJSC "Surgutneftegas", ps SNGSP S1_min 32% From 14.07.2015
S2_min 37%
S3_min 40%
JSC "Federal Grid Company of Unified Energy System" FEES Δ_1(2,3)_min (Y0/Y1) 77% From 14.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
OJSC "Surgutneftegas" SNGS Δ_1(2,3)_min (Y0/Y1) 77% From 14.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
OJSC "Surgutneftegas", ps SNGSP Δ_1(2,3)_min (Y0/Y1) 77% From 14.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
OJSC "ALROSA" ALRS LPenRate -200% From 15.07.2015
LPenRate -50% From 16.07.2015
JSC TATNEFT TATN LPenRate -200% From 15.07.2015
LPenRate -50% From 16.07.2015
JSC TATNEFT, ps TATNP LPenRate -200% From 15.07.2015
LPenRate -50% From 16.07.2015
JSC "Federal Grid Company of Unified Energy System" FEES LPenRate -200% From 16.07.2015
LPenRate -50% From 17.07.2015
OJSC "Surgutneftegas" SNGS LPenRate -200% From 16.07.2015
LPenRate -50% From 17.07.2015
OJSC "Surgutneftegas", ps SNGSP LPenRate -200% From 16.07.2015
LPenRate -50% From 17.07.2015
JSC TATNEFT TATN S1_min 18% From 16.07.2015
S2_min 23%
S3_min 28%
OJSC "Surgutneftegas" SNGS S1_min 15% From 17.07.2015
S2_min 20%
S3_min 25%
OJSC "Surgutneftegas", ps SNGSP S1_min 15% From 17.07.2015
S2_min 20%
S3_min 25%
OJSC "ALROSA" ALRS Δ_1(2,3)_min (Y0/Y1) 50% From 17.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%
JSC TATNEFT TATN Δ_1(2,3)_min (Y0/Y1) 50% From 17.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%
JSC TATNEFT, ps TATNP Δ_1(2,3)_min (Y0/Y1) 50% From 17.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%
JSC "Federal Grid Company of Unified Energy System" FEES Δ_1(2,3)_min (Y0/Y1) 50% From 20.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%
OJSC "Surgutneftegas" SNGS Δ_1(2,3)_min (Y0/Y1) 50% From 20.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%
OJSC "Surgutneftegas", ps SNGSP Δ_1(2,3)_min (Y0/Y1) 50% From 20.07.2015
Δ_1(2,3)_min (Y0/Y1W) 40%
 

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