The following risk parameters for the securities OGKB will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
OGKB
-50%
-200%
25.04.2016
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
Value comes into force starting from 21.04.2016 till 26.04.2016
Value comes into force starting from 27.04.2016
20%
77%
50%
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
