16.09.2021 14:12
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 | ||
| PHOR | 17% | 20% | 23% | 26% | 30% | 33% | 22.09.2021 - 24.09.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| FIXP | 35% | 77% | 22.09.2021 - 24.09.2021 |
| PHOR | 35% | 77% | 22.09.2021 - 24.09.2021 |