08.12.2021 18:47
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 | ||
| MVID | 20% | 25% | 26% | 31% | 33% | 38% | 14.12.2021 - 16.12.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MVID | 35% | 77% | 14.12.2021 - 16.12.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MVID | 1.54 | 14.12.2021 - 16.12.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MVID | 0.08 | 14.12.2021 - 16.12.2021 |