The following risk parameters for the securities VRAO, RUAL, PHOR will be changed:
· Lower REPO Penalty Rate (LPenRate)
Ticker
Current value
New value
New value effective for
VRAO
-50%
-200%
09.06.2016
RUAL
14.06.2016
PHOR
10.06.2016
· Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
50%
77%
07.06.2016 - 10.06.2016
10.06.2016 - 15.06.2016
08.06.2016 - 13.06.2016
· Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
40%
55%
