09.07.2024 13:07
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% | 12.07.2024 - 15.07.2024 |
MTSS | 20% | 30% | 26% | 36% | 39% | 49% | 15.07.2024 - 16.07.2024 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
MGNT | 35% | 77% | 12.07.2024 - 15.07.2024 |
WUSH | 35% | 77% | 15.07.2024 - 16.07.2024 |
KMAZ | 35% | 77% | 15.07.2024 - 16.07.2024 |
MTSS | 35% | 77% | 15.07.2024 - 16.07.2024 |
AFKS | 35% | 77% | 16.07.2024 - 17.07.2024 |
Ticker | x_pr | New value effective for |
---|---|---|
MGNT | 1.47 | 12.07.2024 - 15.07.2024 |
MTSS | 1.36 | 15.07.2024 - 16.07.2024 |
Ticker | w | New value effective for |
---|---|---|
MGNT | 0.07 | 12.07.2024 - 15.07.2024 |
MTSS | 0.06 | 15.07.2024 - 16.07.2024 |
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