28.10.2015 10:42
Risk Parameters Change for the securities
The following risk parameters for the securities CHMF will be changed:
- Lower REPO Penalty Rate (LPenRate)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| CHMF | -50% | -200% | 02.11.2015 |
- 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 |
|---|---|---|---|
| CHMF | 50% | 77% | 29.10.2015 - 03.11.2015 |
- 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 |
|---|---|---|---|
| CHMF | 40% | 55% | 29.10.2015 - 03.11.2015 |
For further information, please contact the Public Relations Department at (495) 363-3232.