25.06.2021 09:54
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 | ||
| ALRS | 14% | 20% | 20% | 26% | 27% | 33% | 30.06.2021 - 02.07.2021 |
| OGKB | 33% | 38% | 50% | 55% | 75% | 80% | 30.06.2021 - 02.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| ALRS | 35% | 77% | 30.06.2021 - 02.07.2021 |
| INTU-RM | 35% | 77% | 08.07.2021 - 12.07.2021 |
| OGKB | 35% | 77% | 30.06.2021 - 02.07.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| ALRS | 1.42 | 30.06.2021 - 02.07.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| ALRS | 0.07 | 30.06.2021 - 02.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| INTU-RM | 0.2 | 0.2 | 30.06.2021 - 08.07.2021 |