10.10.2023 15:31
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 | ||
| ALRS | 30% | 34% | 36% | 40% | 43% | 47% | 17.10.2023 - 18.10.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| AKRN | 35% | 77% | 13.10.2023 - 16.10.2023 |
| ELTZ | 35% | 77% | 13.10.2023 - 16.10.2023 |
| IRKT | 35% | 77% | 13.10.2023 - 16.10.2023 |
| AVAN | 35% | 77% | 16.10.2023 - 17.10.2023 |
| CARM | 35% | 77% | 16.10.2023 - 17.10.2023 |
| ALRS | 35% | 77% | 17.10.2023 - 18.10.2023 |