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22.04.2015 14:10

Risk Parameters Change for the securities RTKM

The following risk parameters for the securities RTKM will be changed:

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from April 23, 2015 to April 28, 2015
  • Lower REPO Penalty Rate (LPenRate) to −200% for April 27, 2015.

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

Risk parameters