The following risk parameters for the securities PIKK, HYDR, TGKD, VTGK will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
PIKK
-50%
-200%
27.05.2016
HYDR
23.05.2016
TGKD
24.05.2016
VTGK
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
25.05.2016 - 30.05.2016
19.05.2016 – 24.05.2016
20.05.2016 - 25.05.2016
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
