01.10.2021 16:40
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 | ||
| ROSN | 14% | 17% | 20% | 23% | 27% | 30% | 07.10.2021 - 11.10.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| AKRN | 35% | 77% | 07.10.2021 - 11.10.2021 |
| EOG-RM | 35% | 77% | 13.10.2021 - 15.10.2021 |
| GIS-RM | 35% | 77% | 06.10.2021 - 08.10.2021 |
| LEN-RM | 35% | 77% | 12.10.2021 - 14.10.2021 |
| NVTK | 35% | 77% | 07.10.2021 - 11.10.2021 |
| PLZL | 35% | 77% | 07.10.2021 - 11.10.2021 |
| ROSN | 35% | 77% | 07.10.2021 - 11.10.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| NVTK | 1.66 | 07.10.2021 - 11.10.2021 |
| PLZL | 1.52 | 07.10.2021 - 11.10.2021 |
| ROSN | 1.71 | 07.10.2021 - 11.10.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| ROSN | 0.08 | 07.10.2021 - 11.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| EOG-RM | 0.2 | 0.2 | 08.10.2021 - 13.10.2021 |
| GIS-RM | 0.2 | 0.2 | 04.10.2021 - 06.10.2021 |
| LEN-RM | 0.2 | 0.2 | 07.10.2021 - 12.10.2021 |