23.12.2021 20:29
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 | ||
| SIBN | 17% | 23% | 23% | 29% | 30% | 36% | 24.12.2021 - 28.12.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| SIBN | 35% | 77% | 24.12.2021 - 28.12.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SIBN | 1.45 | 24.12.2021 - 28.12.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| SIBN | 0.07 | 24.12.2021 - 28.12.2021 |