01.12.2020 19:31

Risk Parameters Change for the Securities

The following risk parameters will be changed:

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

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
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
CHMF	17%	20%	23%	26%	36%	39%	04.12.2020 - 08.12.2020

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

Ticker	Current value	New value	New value effective for
CHMF	35%	77%	04.12.2020 - 08.12.2020
FDX-RM	35%	77%	10.12.2020 - 14.12.2020
HPQ-RM	35%	77%	07.12.2020 - 09.12.2020
MVID	35%	77%	02.12.2020 - 04.12.2020
NEM-RM	35%	77%	09.12.2020 - 11.12.2020
WMT-RM	35%	77%	09.12.2020 - 11.12.2020

Ticker	Rcl_max	Rch_max	New value effective for
FDX-RM	0.2	0.2	07.12.2020 - 14.12.2020
HPQ-RM	0.2	0.2	02.12.2020 - 09.12.2020
NEM-RM	0.2	0.2	04.12.2020 - 11.12.2020
WMT-RM	0.2	0.2	04.12.2020 - 11.12.2020

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