13.07.2021 19:11
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 | ||
| SNGSP | 14% | 26% | 20% | 32% | 27% | 39% | 16.07.2021 - 20.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| DD-RM | 35% | 77% | 28.07.2021 - 30.07.2021 |
| PFE-RM | 35% | 77% | 28.07.2021 - 30.07.2021 |
| SNGS | 35% | 77% | 16.07.2021 - 20.07.2021 |
| SNGSP | 35% | 77% | 16.07.2021 - 20.07.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SNGS | 1.56 | 16.07.2021 - 20.07.2021 |
| SNGSP | 1.24 | 16.07.2021 - 20.07.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| SNGSP | 0.05 | 16.07.2021 - 20.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| DD-RM | 0.2 | 0.2 | 26.07.2021 - 28.07.2021 |
| PFE-RM | 0.2 | 0.2 | 26.07.2021 - 28.07.2021 |