12.12.2024 14:30
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 | ||
| HEAD | 50% | 61% | 75% | 86% | 95% | 100% | 16.12.2024 - 17.12.2024 |
| PHOR | 17% | 21% | 23% | 27% | 30% | 34% | 19.12.2024 - 20.12.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| HEAD | 35% | 77% | 16.12.2024 - 17.12.2024 |
| RENI | 35% | 77% | 19.12.2024 - 20.12.2024 |
| PHOR | 35% | 77% | 19.12.2024 - 20.12.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| HEAD | 1.31 | 16.12.2024 - 17.12.2024 |
| PHOR | 1.61 | 19.12.2024 - 20.12.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| HEAD | 0.07 | 16.12.2024 - 17.12.2024 |
| PHOR | 0.08 | 19.12.2024 - 20.12.2024 |