Risk Parameters Change for the securities MVID, MAGN, LKOH, MGNT

The following risk parameters for the securities MTSS and MGNT will be changed:

  • Lower REPO Penalty Rate (LPenRate) to −200%
  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77%
  • Ratio coefficient (x_IR) to 1,1

Validity period of the risk parameters

Security Code Start date End date
M.video MVID 03.11.2014 07.11.2014
M.video MVID 12.12.2014 19.12.2014
MMK MAGN 05.11.2014 12.11.2014
MMK MAGN 19.12.2014 26.12.2014
Lukoil LKOH 05.11.2014 12.11.2014
Lukoil LKOH 24.12.2014 05.01.2015
Magnit MGNT 06.11.2014 13.11.2014
Magnit MGNT 26.12.2014 08.01.2015

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

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