10.01.2022 18:10
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 | ||
| MAGN | 16% | 19% | 22% | 25% | 29% | 32% | 11.01.2022 - 13.01.2022 |
| GMKN | 20% | 25% | 26% | 31% | 33% | 38% | 12.01.2022 - 14.01.2022 |
| RASP | 24% | 28% | 30% | 34% | 37% | 41% | 14.01.2022 - 18.01.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| APA-RM | 35% | 77% | 19.01.2022-21.01.2022 |
| CLX-RM | 35% | 77% | 24.01.2022-26.01.2022 |
| COO-RM | 35% | 77% | 19.01.2022-21.01.2022 |
| CVS-RM | 35% | 77% | 19.01.2022-21.01.2022 |
| GMKN | 35% | 77% | 12.01.2022-14.01.2022 |
| MAGN | 35% | 77% | 11.01.2022-13.01.2022 |
| PKI-RM | 35% | 77% | 19.01.2022-21.01.2022 |
| PNC-RM | 35% | 77% | 13.01.2022-18.01.2022 |
| RASP | 35% | 77% | 14.01.2022-18.01.2022 |
| WST-RM | 35% | 77% | 14.01.2022-19.01.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MAGN | 0.08 | 11.01.2022 - 13.01.2022 |
| GMKN | 0.08 | 12.01.2022 - 14.01.2022 |
| Ticker | w | New value effective for |
|---|---|---|
| MAGN | 1.62 | 11.01.2022 - 13.01.2022 |
| GMKN | 1.51 | 12.01.2022 - 14.01.2022 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| PNC-RM | 0.2 | 0.2 | 11.01.2022 – 13.01.2022 |
| WST-RM | 0.2 | 0.2 | 12.01.2022 – 14.01.2022 |
| APA-RM | 0.2 | 0.2 | 14.01.2022 – 19.01.2022 |
| CLX-RM | 0.2 | 0.2 | 20.01.2022 – 24.01.2022 |
| COO-RM | 0.2 | 0.2 | 14.01.2022 – 19.01.2022 |
| CVS-RM | 0.2 | 0.2 | 14.01.2022 – 19.01.2022 |
| PKI-RM | 0.2 | 0.2 | 14.01.2022 – 19.01.2022 |