17.12.2021 13:48
Risk Parameters Change for the Securities
According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/13084, 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% | 28.12.2021 - 30.12.2021 |
| A-RM | 35% | 77% | 30.12.2021 - 04.01.2022 |
| DG-RM | 35% | 77% | 30.12.2021 - 04.01.2022 |
| PWR-RM | 35% | 77% | 30.12.2021 - 04.01.2022 |
| RJF-RM | 35% | 77% | 30.12.2021 - 04.01.2022 |