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What's new


06.06.17


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

17%

21%

28%

32,651,100

65,302,200

 

09.06.2017

Sberbank pref. shares

SBERP

21%

22%

32%

4,882,400

9,764,800

 

14.06.2017

Sberbank ord. shares

SBER

17%

21%

28%

27,910,506

63,091,117

 

14.06.2017

Sberbank pref. shares

SBERP

21%

22%

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