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21.05.2021 14:33

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

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
MRK-RM 12% 16% 19% 23% 27% 31% 02.06.2021 - 04.06.2021

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

Ticker Current value New value New value effective for
MRK-RM 35% 77% 02.06.2021 - 04.06.2021

 

Ticker x_pr New value effective for
MRK-RM 1.54 02.06.2021 - 04.06.2021

 

Ticker w New value effective for
MRK-RM 0.07 02.06.2021 - 04.06.2021

 

Ticker Rcl_max Rch_max New value effective for
MRK-RM 0.2 0.2 26.05.2021 - 02.06.2021
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