The following risk parameters for the securities CHMF, MFON will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
CHMF
-50%
-200%
01.12.2015
MFON
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
17.12.2015 - 22.12.2015
18.12.2015 - 23.12.2015
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
· Initial Margin Rates of the first, second and third level - S_1(2,3)_min
Current IM rates
New IM rates
New values effective for
S_1_min
S_2_min
S_3_min
25%
35%
45%
30%
18.12.15 - 22.12.15
