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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
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