05.07.2021 17:24
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 | ||
RTKM | 20% | 24% | 26% | 30% | 33% | 37% | 08.07.2021 - 12.07.2021 |
RTKMP | 33% | 37% | 50% | 54% | 75% | 79% | 08.07.2021 - 12.07.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
CAT-RM | 35% | 77% | 16.07.2021 - 20.07.2021 |
CL-RM | 35% | 77% | 19.07.2021 - 21.07.2021 |
LOW-RM | 35% | 77% | 19.07.2021 - 21.07.2021 |
MTLRP | 35% | 77% | 09.07.2021 - 13.07.2021 |
NMTP | 35% | 77% | 08.07.2021 - 12.07.2021 |
RTKM | 35% | 77% | 08.07.2021 - 12.07.2021 |
RTKMP | 35% | 77% | 08.07.2021 - 12.07.2021 |
SMLT | 35% | 77% | 07.07.2021 - 09.07.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
CAT-RM | 0.2 | 0.2 | 14.07.2021 - 16.07.2021 |
CL-RM | 0.2 | 0.2 | 15.07.2021 - 19.07.2021 |
LOW-RM | 0.2 | 0.2 | 15.07.2021 - 19.07.2021 |
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