OREANDA-NEWS. The following risk parameters will be changed:

For PGIL

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 8, 2015 to May 15, 2015
  • Lower REPO Penalty Rate (LPenRate) to ?200% for May 13, 2015.

For SNGS

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 12, 2015 to May 18, 2015
  • Lower REPO Penalty Rate (LPenRate) to ?200% for May 14, 2015.

For AFKS

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 13, 2015 to May 19, 2015
  • Lower REPO Penalty Rate (LPenRate) to ?200% for May 15, 2015.