mssect52mssect

What's new


02.10.18


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

MAGN

35%

77%

05.10.2018 - 09.10.2018

MTSS

35%

77%

05.10.2018 - 09.10.2018

NVTK

35%

77%

08.10.2018 - 10.10.2018

OBUV

35%

77%

08.10.2018 - 10.10.2018

ROSN

35%

77%

05.10.2018 - 09.10.2018

 

 

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

MAGN

17%

20%

23%

26%

34%

37%

05.10.2018 - 09.10.2018

ROSN

17%

20%

21%

24%

28%

31%

05.10.2018 - 09.10.2018