RTS Sets Market Risk Coefficients on Securities for New Year Holidays
OREANDA-NEWS. December 25, 2007. In accordance with the RTS Clearing centre decision and upon the recommendation of RTS Risk-management Committee the following coefficients of market risk on securities traded in anonymous mode are set for the period of New Year's holidays ( December 24, 2007 – January 9, 2008), RTS' press service reported:
RAO UESR (EESR) – is up from 0,15 to 0,20
Gazprom (GAZP) – is up from 0,15 to 0,20
OJSC "MMC "NORILSK NICKEL" (GMKN) – is up from 0,15 to 0,20
ОАО "LUKOIL" (LKOH) – is up from 0,15 to 0,20
MTS OJSC (MTSS) – is up from 0,15 to 0,20
OJSC "Rostelecom" (RTKM) – is up from 0,15 to 0,20
Surgutneftegas (SNGS) – is up from 0,15 to 0,20
Tatneft (TATN) - is up from 0,15 to 0,20
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