The following risk parameters will be changed:
For MGNT
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from April 15, 2015 to April 20, 2015
- Lower REPO Penalty Rate (LPenRate) to -200% for April 17, 2015.
For PHOR
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from April 16, 2015 to April 21, 2015
- Lower REPO Penalty Rate (LPenRate) to -200% for April 20, 2015.