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06 May 2016 Risk Parameters Change for the securities
The following risk parameters for the securities ALRS, FESH, POLY, TGKA, BANE will be changed:
· Lower REPO Penalty Rate (LPenRate)
|
Ticker |
Current value |
Value effective for corporate action period |
New value |
||
|
|
|
value |
effective for |
value |
effective since |
|
ALRS |
-50% |
-200% |
12.05.2016 |
-50% |
13.05.2016 |
|
FESH |
-50% |
-200% |
16.05.2016 |
-50% |
17.05.2016 |
|
POLY |
-50% |
-200% |
13.05.2016 |
-50% |
16.05.2016 |
|
TGKA |
-50% |
-200% |
12.05.2016 |
-50% |
13.05.2016 |
|
BANE |
-50% |
-200% |
16.05.2016 |
-50% |
17.05.2016 |
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
|
Ticker |
Current value |
Value effective for corporate action period |
New value |
||
|
|
|
value |
effective for |
value |
effective since |
|
ALRS |
50% |
77% |
10.05.2016 - 13.05.2016 |
50% |
16.05.2016 |
|
FESH |
50% |
77% |
12.05.2016 - 17.05.2016 |
50% |
18.05.2016 |
|
POLY |
50% |
77% |
11.05.2016 - 16.05.2016 |
50% |
17.05.2016 |
|
TGKA |
20% |
77% |
10.05.2016 - 13.05.2016 |
50% |
16.05.2016 |
|
BANE |
50% |
77% |
12.05.2016 - 17.05.2016 |
50% |
18.05.2016 |
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
|
Ticker |
Current value |
Value effective for corporate action period |
New value |
||
|
|
|
value |
effective for |
value |
effective since |
|
ALRS |
40% |
55% |
10.05.2016 - 13.05.2016 |
40% |
16.05.2016 |
|
FESH |
40% |
55% |
12.05.2016 - 17.05.2016 |
40% |
18.05.2016 |
|
POLY |
40% |
55% |
11.05.2016 - 16.05.2016 |
40% |
17.05.2016 |
|
TGKA |
40% |
55% |
10.05.2016 - 13.05.2016 |
40% |
16.05.2016 |
|
BANE |
40% |
55% |
12.05.2016 - 17.05.2016 |
40% |
18.05.2016 |