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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
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