11.10.2021 17:32
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 | ||
| ALRS | 14% | 19% | 20% | 25% | 27% | 32% | 15.10.2021 - 19.10.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| ALRS | 35% | 77% | 15.10.2021 - 19.10.2021 |
| CBOM | 35% | 77% | 13.10.2021 - 15.10.2021 |
| CLX-RM | 35% | 77% | 25.10.2021 - 27.10.2021 |
| CVS-RM | 35% | 77% | 20.10.2021 - 22.10.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| ALRS | 1.42 | 15.10.2021 - 19.10.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| ALRS | 0.07 | 15.10.2021 - 19.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| CLX-RM | 0.2 | 0.2 | 21.10.2021 - 25.10.2021 |
| CVS-RM | 0.2 | 0.2 | 18.10.2021 - 20.10.2021 |