16.12.2021 19:21

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
DSKY 25% 28% 31% 34% 38% 41% 22.12.2021 - 24.12.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
DSKY 35% 77% 22.12.2021 - 24.12.2021
BEN-RM 35% 77% 29.12.2021 - 31.12.2021
A-RM 35% 77% 29.12.2021 - 31.12.2021
DG-RM 35% 77% 29.12.2021 - 31.12.2021
PWR-RM 35% 77% 29.12.2021 - 31.12.2021
RJF-RM 35% 77% 29.12.2021 - 31.12.2021
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