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
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