mssect52mssect

What's new


03.06.19


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

MAGN

17%

20%

23%

26%

34%

37%

07.06.2019 - 11.06.2019

 

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

Ticker

Current value

New value

New value effective for

AKRN

35%

77%

07.06.2019 - 11.06.2019

CBOM

35%

77%

05.06.2019 - 07.06.2019

MAGN

35%

77%

07.06.2019 - 11.06.2019

MRKC

35%

77%

06.06.2019 - 10.06.2019

PHOR

35%

77%

06.06.2019 - 10.06.2019

SFIN

35%

77%

05.06.2019 - 07.06.2019