mssect52mssect

What's new


06.05.19


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

MOEX

17%

24%

23%

30%

31%

38%

10.05.2019 - 14.05.2019

 

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

Ticker

Current value

New value

New value effective for

MOEX

35%

77%

10.05.2019 - 14.05.2019

 

Ticker

x_pr

New value effective for

MOEX

1.5

10.05.2019 - 14.05.2019

 

 

 

Ticker

w

New value effective for

MOEX

0.07

10.05.2019 - 14.05.2019