22.06.2021 20:42
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 | ||
| LSNGP | 33% | 39% | 50% | 56% | 75% | 81% | 25.06.2021 - 29.06.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| BMY-RM | 35% | 77% | 30.06.2021 - 02.07.2021 |
| CMCSA-RM | 35% | 77% | 02.07.2021 - 07.07.2021 |
| GPS-RM | 35% | 77% | 02.07.2021 - 07.07.2021 |
| LSNG | 35% | 77% | 25.06.2021 - 29.06.2021 |
| LSNG | 35% | 77% | 25.06.2021 - 29.06.2021 |
| LSNGP | 35% | 77% | 25.06.2021 - 29.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| BMY-RM | 0.2 | 0.2 | 23.06.2021 - 30.06.2021 |
| CMCSA-RM | 0.2 | 0.2 | 25.06.2021 - 02.07.2021 |
| GPS-RM | 0.2 | 0.2 | 25.06.2021 - 02.07.2021 |