03.01.2022 16:25
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 | ||
SGZH | 28% | 31% | 31% | 34% | 38% | 41% | 04.01.2022 - 06.01.2022 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
SGZH | 35% | 77% | 04.01.2022 - 06.01.2022 |
LOW-RM | 35% | 77% | 14.01.2022 -19.01.2022 |
DGX-RM | 35% | 77% | 14.01.2022 -19.01.2022 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
LOW-RM | 0.2 | 0.2 | 12.01.2022 – 14.01.2022 |
DGX-RM | 0.2 | 0.2 | 12.01.2022 – 14.01.2022 |