18.06.2021 17:21
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 | ||
| MGNT | 14% | 18% | 20% | 24% | 27% | 31% | 23.06.2021 - 25.06.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MGNT | 35% | 77% | 23.06.2021 - 25.06.2021 |
| MGNT-ME | 35% | 77% | 23.06.2021 - 25.06.2021 |
| NLMK-ME | 35% | 77% | 21.06.2021 - 23.06.2021 |
| SELG | 35% | 77% | 23.06.2021 - 25.06.2021 |
| SIBN | 35% | 77% | 23.06.2021 - 25.06.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MGNT | 1.57 | 23.06.2021 - 25.06.2021 |
| SIBN | 1.57 | 23.06.2021 - 25.06.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MGNT | 0.07 | 23.06.2021 - 25.06.2021 |