13.12.2022 16:45
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 | ||
LKOH | 30% | 42% | 36% | 48% | 43% | 55% | 17.12.2022 - 21.12.2022 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
Current value | New value | ||
LKOH | 35% | 77% | 17.12.2022 - 21.12.2022 |
Ticker | x_pr | New value effective for |
LKOH | 1.3 | 17.12.2022 - 21.12.2022 |
Ticker | w | New value effective for |
LKOH | 0.06 | 17.12.2022 - 21.12.2022 |