08.06.2021 17:01
Risk Parameters Change for the Securities
The following risk parameters will be changed:
| Ticker | Minimum Initial Margin for the Market Risk, % (S_1_min) |
Minimum Initial Margin for the Market Risk, % (S_2_min) |
Minimum Initial Margin for the Market Risk, % (S_3_min) |
New value effective for | |||
|---|---|---|---|---|---|---|---|
| Current value | New value | Current value | New value | Current value | New value | ||
| MRKP | 33% | 39% | 50% | 56% | 75% | 81% | 11.06.2021 - 15.06.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MRKP | 35% | 77% | 11.06.2021 - 15.06.2021 |
| ROSN | 35% | 77% | 11.06.2021 - 15.06.2021 |
| AVGO-RM | 35% | 77% | 18.06.2021 - 22.06.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| ROSN | 1.70 | 11.06.2021 - 15.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AVGO-RM | 0.2 | 0.2 | 10.06.2021 - 18.06.2021 |