09.07.2021 18:38
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 | ||
| FEES | 17% | 23% | 23% | 29% | 30% | 36% | 14.07.2021 - 16.07.2021 |
| TRNFP | 20% | 24% | 26% | 30% | 33% | 37% | 15.07.2021 - 19.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| CVS-RM | 35% | 77% | 21.07.2021 - 23.07.2021 |
| FEES | 35% | 77% | 14.07.2021 - 16.07.2021 |
| MGNT | 35% | 77% | 15.07.2021 - 19.07.2021 |
| RSTI | 35% | 77% | 14.07.2021 - 16.07.2021 |
| RUAL | 35% | 77% | 15.07.2021 - 19.07.2021 |
| SMLT | 35% | 77% | 15.07.2021 - 19.07.2021 |
| TRNFP | 35% | 77% | 15.07.2021 - 19.07.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| FEES | 1.48 | 14.07.2021 - 16.07.2021 |
| TRNFP | 1.56 | 15.07.2021 - 19.07.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| FEES | 0.07 | 14.07.2021 - 16.07.2021 |
| TRNFP | 0.08 | 15.07.2021 - 19.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| CVS-RM | 0.2 | 0.2 | 19.07.2021 - 21.07.2021 |