14.07.2015 21:20
Risk Parameters Change for the securities
The following risk parameters for the securities BANE, BANEP, RSTI, TRNFP will be changed:
- Lower REPO Penalty Rate (LPenRate)
| Ticker | Current value | New value | New value effective for |
| BANE | -50% | -200% | 17.07.2015 |
| BANEP | -50% | -200% | 17.07.2015 |
| RSTI | -50% | -200% | 17.07.2015 |
| TRNFP | -50% | -200% | 20.07.2015 |
- Interest Risk Rate of the first, second and third level for 1D period - Δ_1(2,3)_min (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
| BANE | 50% | 77% | 15.07.2015-20.07.2015 |
| BANEP | 50% | 77% | 15.07.2015-20.07.2015 |
| RSTI | 50% | 77% | 15.07.2015-20.07.2015 |
| TRNFP | 50% | 77% | 16.07.2015-21.07.2015 |
- Interest Risk Rate of the first, second and third level for 1W period - Δ_1(2,3)_min (Y0/Y1W)
| Ticker | Current value | New value | New value effective for |
| BANE | 40% | 55% | 15.07.2015-20.07.2015 |
| BANEP | 40% | 55% | 15.07.2015-20.07.2015 |
| RSTI | 40% | 55% | 15.07.2015-20.07.2015 |
| TRNFP | 40% | 55% | 16.07.2015-21.07.2015 |
For further information, please contact the Public Relations Department at (495) 363-3232.