06.06.2017 17:30
Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Description | Current value | New value | New value effective for |
|---|---|---|---|---|
| SBER | Sberbank ord. shares | 35% | 77% | 09.06.2017 - 14.06.2017 |
| SBERP | Sberbank pref. shares | 35% | 77% | 09.06.2017 - 14.06.2017 |
Spot Risk Rates
Due to concentration limits change from June 14, 2017 for SBER and SBERP shares the following schedule for risk-parameters change will be applied:
| Effective from | Description | Ticker | IM Rate | Concentration limits, lots | |||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | |||||
| 09.06.2017 | Sberbank ord. shares | SBER | 21% | 25% | 28% | 32,651,100 | 65,302,200 | ||
| 09.06.2017 | Sberbank pref. shares | SBERP | 22% | 28% | 32% | 4,882,400 | 9,764,800 | ||
| 14.06.2017 | Sberbank ord. shares | SBER | 21% | 25% | 28% | 27,910,506 | 63,091,117 | ||
| 14.06.2017 | Sberbank pref. shares | SBERP | 22% | 28% | 32% | 1,035,408 | 5,177,040 | ||
| 15.06.2017 | Sberbank ord. shares | SBER | 14% | 18% | 25% | 27,910,506 | 63,091,117 | ||
| 15.06.2017 | Sberbank pref. shares | SBERP | 17% | 18% | 28% | 1,035,408 | 5,177,040 | ||
For further information, please contact the Public Relations Department at (495) 363-3232.