The following risk parameters for the securities BANE, BANEP, RSTI, TRNFP will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
BANE
-50%
-200%
17.07.2015
BANEP
RSTI
TRNFP
20.07.2015
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
15.07.2015-20.07.2015
16.07.2015-21.07.2015
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
