22.05.2023 12:05
Risk Parameters Change for the Securities
he 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 | ||
| IRAO | 30% | 35% | 36% | 41% | 43% | 48% | 26.05.2023 - 30.05.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MTSS | 35% | 77% | 24.05.2023 - 26.05.2023 |
| IRAO | 35% | 77% | 26.05.2023 - 30.05.2023 |