27.09.2022 13:10
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 | ||
PHOR | 25% | 33% | 31% | 39% | 38% | 46% | 29.09.2022 - 03.10.2022 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
Current value | New value | ||
PHOR | 35% | 77% | 29.09.2022 - 03.10.2022 |
Ticker | w | New value effective for |
PHOR | 0.07 | 29.09.2022 - 03.10.2022 |
Ticker | x_pr | New value effective for |
PHOR | 1.39 | 29.09.2022 - 03.10.2022 |