The following risk parameters for the securities BANE, URKA, SIBN, PHOR will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
BANE
-50%
-200%
16.10.2015
URKA
15.10.2015
SIBN
PHOR
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
14.10.2015 - 19.10.2015
13.10.2015 - 16.10.2015
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
