24.09.2021 16:48
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 | ||
| RASP | 25% | 30% | 31% | 36% | 38% | 43% | 30.09.2021 - 04.10.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| BELU | 35% | 77% | 30.09.2021 - 04.10.2021 |
| ORCL-RM | 35% | 77% | 07.10.2021 - 12.10.2021 |
| RASP | 35% | 77% | 30.09.2021 - 04.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| ORCL-RM | 0.2 | 0.2 | 05.10.2021 - 07.10.2021 |