08.05.2015 15:43
Risk Parameters Change for the securities FEES, URKA
The following risk parameters will be changed:
For FEES:
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 12, 2015 to May 13, 2015
- Lower REPO Penalty Rate (LPenRate) to -200% for May 12, 2015.
For URKA:
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 12, 2015 to May 14, 2015
- Lower REPO Penalty Rate (LPenRate) to -200% for May 13, 2015.
For further information, please contact the Public Relations Department at (495) 363-3232.