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 | |||
| Current value | New value | Current value | New value | Current value | New value | ||
| 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 |