The following risk parameters for the securities RTKM, RTKMP will be changed:
Code | Risk parameters | Value | Period |
---|---|---|---|
RTKM | Δ_1(2,3)_min (Y0/Y1) | 77% | From July 01, 2015 |
Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
RTKMP | Δ_1(2,3)_min (Y0/Y1) | 77% | From July 01, 2015 |
Δ_1(2,3)_min (Y0/Y1W) | 55% | ||
RTKM | LPenRate | -200% | From July 03, 2015 |
LPenRate | -50% | From July 06, 2015 | |
RTKMP | LPenRate | -200% | From July 03, 2015 |
LPenRate | -50% | From July 06, 2015 | |
RTKM | Δ_1(2,3)_min (Y0/Y1) | 50% | From July 07, 2015 |
Δ_1(2,3)_min (Y0/Y1W) | 40% | ||
RTKMP | Δ_1(2,3)_min (Y0/Y1) | 50% | From July 07, 2015 |
Δ_1(2,3)_min (Y0/Y1W) | 40% |