The following risk parameters for the securities MGNT, PHOR, SIBN will be changed:
Code | Risk parameters | Value | Period |
MGNT | Δ_1(2,3)_min (Y0/Y1) | 77% | From June 18, 2015 to June 23, 2015 |
MGNT | Δ_1(2,3)_min (Y0/Y1W) | 55% | From June 18, 2015 to June 23, 2015 |
MGNT | LPenRate | -200% | For June 19, 2015 |
PHOR | Δ_1(2,3)_min (Y0/Y1) | 77% | From June 18, 2015 to June 23, 2015 |
PHOR | Δ_1(2,3)_min (Y0/Y1W) | 55% | From June 18, 2015 to June 23, 2015 |
PHOR | LPenRate | -50% | From June 22, 2015 |
SIBN | Δ_1(2,3)_min (Y0/Y1) | 77% | From June 19, 2015 to June 24, 2015 |
SIBN | Δ_1(2,3)_min (Y0/Y1W) | 55% | From June 19, 2015 to June 24, 2015 |
SIBN | LPenRate | -200% | For June 22, 2015 |