02.06.2022 12:58
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 | ||
| IRAO | 30% | 35% | 36% | 41% | 43% | 48% | 08.06.2022 - 10.06.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| RSTI | 35% | 77% | 03.06.2022 |
| IRAO | 35% | 77% | 08.06.2022 - 10.06.2022 |