The following risk parameters will be changed:
For ALRS
- 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 POLY
- 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.