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
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