14.04.2015 17:24
Risk Parameters Change for the securities MGNT, PHOR
The following risk parameters will be changed:
For MGNT
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from April 15, 2015 to April 20, 2015
- Lower REPO Penalty Rate (LPenRate) to -200% for April 17, 2015.
For PHOR
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from April 16, 2015 to April 21, 2015
- Lower REPO Penalty Rate (LPenRate) to -200% for April 20, 2015.
For further information, please contact the Public Relations Department at (495) 363-3232.