That depends on your age and frame size. If I calculated right, you're 5'3" tall and want to weigh 115 pounds.
Here's a bit of a height/weight chart that you can go by:
Height Small Frame Medium Frame Large Frame
5'3" 111-124 121-135 131-147
If you have a small frame, 115 pounds would be toward the bottom of the range and bordering on underweight. For a medium or large frame, it would definitely be underweight.
Your current weight (126.7 lbs) is actually just about perfect for you.