25.08.2021 15:04
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 | ||
| CHMF | 14% | 18% | 20% | 24% | 27% | 31% | 31.08.2021 - 02.09.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| ANTM-RM | 35% | 77% | 08.09.2021 - 10.09.2021 |
| CHMF | 35% | 77% | 31.08.2021 - 02.09.2021 |
| CME-RM | 35% | 77% | 08.09.2021 - 10.09.2021 |
| MGM-RM | 35% | 77% | 08.09.2021 - 10.09.2021 |
| OXY-RM | 35% | 77% | 08.09.2021 - 10.09.2021 |
| TXT-RM | 35% | 77% | 08.09.2021 - 10.09.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| CHMF | 1.50 | 31.08.2021 - 02.09.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| CHMF | 0.07 | 31.08.2021 - 02.09.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| ANTM-RM | 0.2 | 0.2 | 03.09.2021 - 08.09.2021 |
| CME-RM | 0.2 | 0.2 | 03.09.2021 - 08.09.2021 |
| MGM-RM | 0.2 | 0.2 | 03.09.2021 - 08.09.2021 |
| OXY-RM | 0.2 | 0.2 | 03.09.2021 - 08.09.2021 |
| TXT-RM | 0.2 | 0.2 | 03.09.2021 - 08.09.2021 |