18.06.2021 17:29
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 | ||
| UPRO | 20% | 23% | 26% | 29% | 33% | 36% | 18.06.2021 - 22.06.2021 |
| UPRO | 20% | 23% | 26% | 29% | 33% | 36% | 18.06.2021 - 22.06.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| FDX-RM | 35% | 77% | 24.06.2021 - 28.06.2021 |
| NLMK | 35% | 77% | 21.06.2021 - 23.06.2021 |
| NLMK-ME | 35% | 77% | 21.06.2021 - 23.06.2021 |
| QIWI | 35% | 77% | 18.06.2021 - 22.06.2021 |
| UPRO | 35% | 77% | 18.06.2021 - 22.06.2021 |
| UPRO | 35% | 77% | 18.06.2021 - 22.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| FDX-RM | 0.2 | 0.2 | 17.06.2021 - 24.06.2021 |