18.06.2021 17:29

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
UPRO 20% 23% 26% 29% 33% 36% 18.06.2021 - 22.06.2021
UPRO 20% 23% 26% 29% 33% 36% 18.06.2021 - 22.06.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
FDX-RM 35% 77% 24.06.2021 - 28.06.2021
NLMK 35% 77% 21.06.2021 - 23.06.2021
NLMK-ME 35% 77% 21.06.2021 - 23.06.2021
QIWI 35% 77% 18.06.2021 - 22.06.2021
UPRO 35% 77% 18.06.2021 - 22.06.2021
UPRO 35% 77% 18.06.2021 - 22.06.2021

 

Ticker Rcl_max Rch_max New value effective for
FDX-RM 0.2 0.2 17.06.2021 - 24.06.2021
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