10.09.2021 13:47
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 | ||
| NKNCP | 33% | 38% | 50% | 55% | 75% | 80% | 16.09.2021 - 20.09.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| LRCX-RM | 35% | 77% | 24.09.2021 - 28.09.2021 |
| NKNCP | 35% | 77% | 16.09.2021 - 20.09.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| LRCX-RM | 0.2 | 0.2 | 22.09.2021 - 24.09.2021 |