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
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