The following risk parameters for the securities LSRG will be changed:
Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective from
LSRG
-200%
-50%
17.02.2016
Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
New value effective for
50%
77%
15.02.2016 - 18.02.2016
Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
