12.12.2024 08:30
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 | ||
| PLZL | 17% | 25% | 23% | 31% | 30% | 38% | 12.12.2024 - 13.12.2024 |
| LEAS | 20% | 27% | 55% | 62% | 75% | 82% | 12.12.2024 - 13.12.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| PLZL | 35% | 77% | 12.12.2024 - 13.12.2024 |
| LEAS | 35% | 77% | 12.12.2024 - 13.12.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| PLZL | 1.42 | 12.12.2024 - 13.12.2024 |
| LEAS | 1.47 | 12.12.2024 - 13.12.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| PLZL | 0.06 | 12.12.2024 - 13.12.2024 |
| LEAS | 0.07 | 12.12.2024 - 13.12.2024 |