22.12.2022 14:42
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 | 20% | 31% | 26% | 37% | 33% | 44% | 28.12.2022 - 30.12.2022 |
Ticker | Minimum Initial Margin for the Market Risk, % (S_1_min), starting from 03.01.2023 |
Minimum Initial Margin for the Market Risk, % (S_2_min), starting from 03.01.2023 |
Minimum Initial Margin for the Market Risk, % (S_3_min), starting from 03.01.2023 |
SIBN | 23% | 29% | 36% |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
Current value | New value | ||
SIBN | 35% | 77% | 28.12.2022 - 30.12.2022 |
Ticker | x_pr | New value effective for |
SIBN | 1.27 | 28.12.2022 - 30.12.2022 |
Ticker | w | New value effective for |
SIBN | 0.06 | 28.12.2022 - 30.12.2022 |