12.05.2021 17:14
Risk Parameters Change for the Securities
The following risk parameters will be changed:
| Ticker | Minimum Initial Margin for the Market Risk, effective from 12.05.2021 |
Minimum Initial Margin for the Market Risk, effective from 17.05.2021 |
||||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |
| MOEX | 18% | 24% | 31% | 14% | 20% | 27% |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| MOEX | 35% | 77% | 12.05.2021 - 14.05.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MOEX | 1.54 | 12.05.2021 - 14.05.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MOEX | 0.08 | 12.05.2021 - 14.05.2021 |