NCC | Risk Parameters Change for the securities MGNT, P

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15 June 2015 Risk Parameters Change for the securities MGNT, PHOR, SIBN

The following risk parameters for the securities MGNT, PHOR, SIBN will be changed:

Code	Risk parameters	Value	Period
MGNT	Δ_1(2,3)_min (Y0/Y1)	77%	From June 18, 2015 to June 23, 2015
MGNT	Δ_1(2,3)_min (Y0/Y1W)	55%	From June 18, 2015 to June 23, 2015
MGNT	LPenRate	-200%	For June 19, 2015
PHOR	Δ_1(2,3)_min (Y0/Y1)	77%	From June 18, 2015 to June 23, 2015
PHOR	Δ_1(2,3)_min (Y0/Y1W)	55%	From June 18, 2015 to June 23, 2015
PHOR	LPenRate	-50%	From June 22, 2015
SIBN	Δ_1(2,3)_min (Y0/Y1)	77%	From June 19, 2015 to June 24, 2015
SIBN	Δ_1(2,3)_min (Y0/Y1W)	55%	From June 19, 2015 to June 24, 2015
SIBN	LPenRate	-200%	For June 22, 2015