28.12.2022 12:11
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 | ||
MRKP | 50% | 57% | 75% | 82% | 95% | 100% | 04.01.2023 - 06.01.2023 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
LSNGP | 35% | 77% | 04.01.2023 - 06.01.2023 |
MRKP | 35% | 77% | 04.01.2023 - 06.01.2023 |
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