17.09.2021 15:02
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 | ||
| MAGN | 14% | 18% | 20% | 24% | 27% | 31% | 23.09.2021 - 27.09.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| DG-RM | 35% | 77% | 01.10.2021 - 05.10.2021 |
| MAGN | 35% | 77% | 23.09.2021 - 27.09.2021 |
| USB-RM | 35% | 77% | 28.09.2021 - 30.09.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MAGN | 1.55 | 23.09.2021 - 27.09.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MAGN | 0.07 | 23.09.2021 - 27.09.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| DG-RM | 0.2 | 0.2 | 29.09.2021 - 01.10.2021 |
| USB-RM | 0.2 | 0.2 | 24.09.2021 - 28.09.2021 |
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