01.07.2021 13:53
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 | ||
HYDR | 17% | 22% | 23% | 28% | 30% | 35% | 07.07.2021 - 09.07.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
DSKY | 35% | 77% | 07.07.2021 - 09.07.2021 |
HYDR | 35% | 77% | 07.07.2021 - 09.07.2021 |
TATN | 35% | 77% | 07.07.2021 - 09.07.2021 |
TATNP | 35% | 77% | 07.07.2021 - 09.07.2021 |
Ticker | x_pr | New value effective for |
---|---|---|
HYDR | 1.50 | 07.07.2021 - 09.07.2021 |
TATN | 1.50 | 07.07.2021 - 09.07.2021 |
TATNP | 1.55 | 07.07.2021 - 09.07.2021 |
Ticker | w | New value effective for |
---|---|---|
HYDR | 0.07 | 07.07.2021 - 09.07.2021 |