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What's new


18.09.18


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

AKRN

35%

77%

20.09.2018 - 24.09.2018

CHMF

35%

77%

21.09.2018 - 25.09.2018

 

 

Market Risk Rate of the first, second and third level - S_1(2,3)_min

 

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

CHMF

17%

21%

23%

27%

36%

40%

21.09.2018 - 25.09.2018