mssect52mssect

What's new


11.06.19


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

CHMF

17%

20%

23%

26%

36%

39%

14.06.2019 - 18.06.2019

MGNT

17%

21%

24%

28%

38%

42%

13.06.2019 - 14.06.2019

NLMK

17%

21%

24%

28%

38%

42%

17.06.2019 - 19.06.2019

 

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

Ticker

Current value

New value

New value effective for

CHMF

35%

77%

14.06.2019 - 18.06.2019

MGNT

35%

77%

13.06.2019 - 14.06.2019

NLMK

35%

77%

17.06.2019 - 19.06.2019

ROSN

35%

77%

13.06.2019 - 17.06.2019

 

Ticker

x_pr

New value effective for

MGNT

1.63

13.06.2019 - 14.06.2019

NLMK

1.65

17.06.2019 - 19.06.2019

 

 

 

 

 

 

Ticker

w

New value effective for

MGNT

0.08

13.06.2019 - 14.06.2019

NLMK

0.08

17.06.2019 - 19.06.2019