30.06.2021 15:36

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
MTSS 14% 21% 20% 27% 27% 34% 06.07.2021 - 08.07.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
MOMO-RM 35% 77% 01.07.2021 - 02.07.2021
MTSS 35% 77% 06.07.2021 - 08.07.2021

 

Ticker x_pr New value effective for
MTSS 1.42 06.07.2021 - 08.07.2021

 

Ticker w New value effective for
MTSS 0.06 06.07.2021 - 08.07.2021
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