22.12.2021 20:20
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 | ||
| MGNT | 14% | 19% | 20% | 25% | 27% | 32% | 28.12.2021 |
| 17% | 22% | 23% | 28% | 30% | 35% | 29.12.2021 – 30.12.2021 | |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MGNT | 35% | 77% | 28.12.2021 - 30.12.2021 |
| MRVL-RM | 35% | 77% | 05.01.2022 - 07.01.2022 |
| T-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| DRI-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| GIS-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| INTU-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| LNC-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| ROP-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| VZ-RM | 35% | 77% | 06.01.2022 - 10.01.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MGNT | 1.54 | 28.12.2021 |
| 1.47 | 29.12.2021 – 30.12.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MGNT | 0.07 | 28.12.2021 |
| 0.09 | 29.12.2021 – 30.12.2021 |