09.09.2021 16:04
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 | ||
| TRMK | 50% | 57% | 75% | 82% | 95% | 100% | 15.09.2021 - 17.09.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| PTR-RM | 35% | 77% | 15.09.2021 - 17.09.2021 |
| TRMK | 35% | 77% | 15.09.2021 - 17.09.2021 |
| TSM-RM | 35% | 77% | 15.09.2021 - 17.09.2021 |