05.07.2021 17:24
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 | ||
| RTKM | 20% | 24% | 26% | 30% | 33% | 37% | 08.07.2021 - 12.07.2021 |
| RTKMP | 33% | 37% | 50% | 54% | 75% | 79% | 08.07.2021 - 12.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| CAT-RM | 35% | 77% | 16.07.2021 - 20.07.2021 |
| CL-RM | 35% | 77% | 19.07.2021 - 21.07.2021 |
| LOW-RM | 35% | 77% | 19.07.2021 - 21.07.2021 |
| MTLRP | 35% | 77% | 09.07.2021 - 13.07.2021 |
| NMTP | 35% | 77% | 08.07.2021 - 12.07.2021 |
| RTKM | 35% | 77% | 08.07.2021 - 12.07.2021 |
| RTKMP | 35% | 77% | 08.07.2021 - 12.07.2021 |
| SMLT | 35% | 77% | 07.07.2021 - 09.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| CAT-RM | 0.2 | 0.2 | 14.07.2021 - 16.07.2021 |
| CL-RM | 0.2 | 0.2 | 15.07.2021 - 19.07.2021 |
| LOW-RM | 0.2 | 0.2 | 15.07.2021 - 19.07.2021 |
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