OREANDA-NEWS. May 20, 2015. The following risk parameters will be changed:

For NMTP, PIKK, TRMK:

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 20, 2015 to May 25, 2015
  • Lower REPO Penalty Rate (LPenRate) to ?200% for May 22, 2015.

For GMKN, HYDR, MSTT:

  • Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 21, 2015 to May 26, 2015
  • Lower REPO Penalty Rate (LPenRate) to ?200% for May 25, 2015.

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