The following risk parameters for the securities CHMF, PHOR, IRAO will be changed:
Code
Risk parameters
Value
Period
CHMF
Δ_1(2,3)_min (Y0/Y1)
77%
From June 4, 2015 to June 8, 2015
Δ_1(2,3)_min (Y0/Y1W)
55%
LPenRate
-200%
For June 05, 2015
IRAO
From June 5, 2015 to June 10, 2015
For June 09, 2015
PHOR
From June 4, 2015 to June 9, 2015