mssect52mssect

What's new


11.12.18


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%

21%

23%

27%

34%

38%

14.12.2018 - 18.12.2018

 

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

Ticker

Current value

New value

New value effective for

MAGN

35%

77%

14.12.2018 - 18.12.2018

UPRO

35%

77%

14.12.2018 - 18.12.2018

 

Ticker

x_pr

New value effective for

MAGN

1.62

14.12.2018 - 18.12.2018

 



 

Ticker

w

New value effective for

MAGN

0.08

14.12.2018 - 18.12.2018