The following risk parameters will be changed:
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
MVID
20%
25%
26%
31%
33%
38%
14.12.2021 - 16.12.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
x_pr
1.54
w
0.08