mssect52mssect

What's new


29.04.19


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

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%

20%

23%

26%

36%

39%

03.05.2019 - 07.05.2019

 

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

Ticker

Current value

New value

New value effective for

CHMF

35%

77%

03.05.2019 - 07.05.2019

MGNT

35%

77%

03.05.2019 - 07.05.2019

SFIN

35%

77%

02.05.2019 - 06.05.2019