13.05.2015 15:52

Risk Parameters Change for the securities ALRS, POLY

The following risk parameters will be changed:

For POLY

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 14, 2015 to May 19, 2015
  • Lower REPO Penalty Rate (LPenRate) to −200% for May 18, 2015.

For ALRS

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 15, 2015 to May 20, 2015
  • Lower REPO Penalty Rate (LPenRate) to −200% for May 19, 2015.

For further information, please contact the Public Relations Department at (495) 363-3232.

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