27.03.2023 18:06

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 20% 25% 26% 31% 33% 38% 30.03.2023 – 04.04.2023

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
PHOR 35% 77% 30.03.2023 – 04.04.2023

 

Ticker x_pr New value effective for
PHOR 1.53 30.03.2023 – 04.04.2023

 

Ticker w New value effective for
PHOR 0.08 30.03.2023 – 04.04.2023
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