31.05.2024 11:42
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 | 17% | 21% | 23% | 27% | 30% | 34% | 09.06.2024 - 10.06.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| FLOT | 35% | 77% | 06.06.2024 - 09.06.2024 |
| MAGN | 35% | 77% | 09.06.2024 - 10.06.2024 |
| BELU | 35% | 77% | 09.06.2024 - 10.06.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MAGN | 1.58 | 09.06.2024 - 10.06.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| MAGN | 0.08 | 09.06.2024 - 10.06.2024 |