13.12.2021 17:49
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 | ||
| UPRO | 25% | 30% | 31% | 36% | 38% | 43% | 15.12.2021 - 17.12.2021 |
| LKOH | 15% | 19% | 21% | 25% | 28% | 32% | 17.12.2021 - 21.12.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| EMN-RM | 35% | 77% | 13.12.2021 - 15.12.2021 |
| PHM-RM | 35% | 77% | 13.12.2021 - 15.12.2021 |
| ES-RM | 35% | 77% | 15.12.2021 - 17.12.2021 |
| FIVE | 35% | 77% | 15.12.2021 - 17.12.2021 |
| PCAR-RM | 35% | 77% | 15.12.2021 - 17.12.2021 |
| WU-RM | 35% | 77% | 15.12.2021 - 17.12.2021 |
| RUAL | 35% | 77% | 15.12.2021 - 17.12.2021 |
| UPRO | 35% | 77% | 15.12.2021 - 17.12.2021 |
| OMC-RM | 35% | 77% | 17.12.2021 - 21.12.2021 |
| LKOH | 35% | 77% | 17.12.2021 - 21.12.2021 |
| XEL-RM | 35% | 77% | 20.12.2021 - 22.12.2021 |
| MO-RM | 35% | 77% | 21.12.2021 - 23.12.2021 |
| CARR-RM | 35% | 77% | 21.12.2021 - 23.12.2021 |
| PM-RM | 35% | 77% | 21.12.2021 - 23.12.2021 |
| CME-RM | 35% | 77% | 24.12.2021 - 28.12.2021 |
| IFF-RM | 35% | 77% | 24.12.2021 - 28.12.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| LKOH | 1.50 | 17.12.2021 - 21.12.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| LKOH | 0.08 | 17.12.2021 - 21.12.2021 |
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