The following risk parameters for the securities PHOR will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
PHOR
-50%
-200%
26.01.2016
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
22.01.2016 - 27.01.2016
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
