28.06.2018 11:57

Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker Current value New value New value effective for
MGNT 35% 77% 04.07.2018 - 06.07.2018
MTSS 35% 77% 05.07.2018 - 09.07.2018

Market Risk Rate of the first, second and third level - S_1(2,3)_min

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
 MTSS 17% 26% 23% 32% 34% 43% 05.07.2018 - 09.07.2018

 

Ticker Current value X_PR New value X_PR New value effective for
MTSS 2 1.6 05.07.2018 - 09.07.2018
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