06.06.2022 16:49
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 | ||
| LSNGP | 33% | 42% | 50% | 59% | 75% | 84% | 08.06.2022 - 10.06.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| LSNGP | 35% | 77% | 08.06.2022 - 10.06.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| LSNGP | 1.42 | 08.06.2022 - 10.06.2022 |
| Ticker | w | New value effective for |
|---|---|---|
| LSNGP | 0.07 | 08.06.2022 - 10.06.2022 |