OREANDA-NEWS. August 18, 2015. The following risk parameters for the securities GMKN and MTSS will be changed:

  • Lower REPO Penalty Rate (LPenRate)
Ticker Current value New value New value effective for
GMKN -50% -200% 14.08.2015
MTSS -50% -200% 14.08.2015
  • Interest Risk Rate of the first, second and third level for 1D period - ?_1(2,3)_min (Y0/Y1)
Ticker Current value New value New value effective for
GMKN 50% 77% 12.08.2015-17.08.2015
MTSS 50% 77% 12.08.2015-17.08.2015
  • Interest Risk Rate of the first, second and third level for 1W period - ?_1(2,3)_min (Y0/Y1W)
Ticker Current value New value New value effective for
GMKN 40% 55% 12.08.2015-17.08.2015
MTSS 40% 55% 12.08.2015-17.08.2015