10.01.2024 11:46
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 | ||
| MGNT | 17% | 22% | 23% | 28% | 30% | 35% | 11.01.2024 |
| ROSN | 25% | 29% | 31% | 35% | 38% | 42% | 11.01.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MGNT | 35% | 77% | 11.01.2024 |
| ROSN | 35% | 77% | 11.01.2024 |
| Ticker | x_pr | New value effective for |
| MGNT | 1.55 | 11.01.2024 |
| Ticker | w | New value effective for |
| MGNT | 0.07 | 11.01.2024 |