The following risk parameters for the securities GMKN, HYDR will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
GMKN
-50%
-200%
20.11.2015
HYDR
23.11.2015
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
18.11.2015 - 23.11.2015
19.11.2015 - 24.11.2015
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
