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12.07.2017 15:36

Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker Current value New value New value effective for
GAZP 35% 77% 18.07.2017 - 20.07.2017
FEES 35% 77% 17.07.2017 - 19.07.2017
SNGS 35% 77% 17.07.2017 - 19.07.2017
SNGSP 35% 77% 17.07.2017 - 19.07.2017

 

Market Risk Rate of the first, second and third level - S_1(2,3)_min

Ticker

Minimum Initial Margin for
the Market Risk, %  (S_1_min)

Minimum Initial Margin for
the Market Risk, %  (S_2_min)

Minimum Initial Margin for
the Market Risk, %  (S_3_min)

New value effective for
Current value New value Current value New value Current value New value
GAZP 14% 20% 18% 24% 25% 31% 18.07.2017 - 20.07.2017

 

Ratio of the Risk Assessment Range to the Price Range (x_pr)

Ticker Current value New value New value effective for
GAZP 2 1.6 18.07.2017 - 20.07.2017

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

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