24.06.2024 16:23
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 | ||
LSNGP | 33% | 40% | 50% | 57% | 75% | 82% | 01.07.2024 - 02.07.2024 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
Current value | New value | ||
LSNGP | 35% | 77% | 01.07.2024 - 02.07.2024 |
Risk parameters |