News

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

Current value

New value

Current value

New value

DSKY

25%

28%

31%

34%

38%

41%

22.12.2021 - 24.12.2021

 

Ticker

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

New value effective for

Current value

New value

DSKY

35%

77%

22.12.2021 - 24.12.2021

BEN-RM

35%

77%

29.12.2021 - 31.12.2021

A-RM

35%

77%

29.12.2021 - 31.12.2021

DG-RM

35%

77%

29.12.2021 - 31.12.2021

PWR-RM

35%

77%

29.12.2021 - 31.12.2021

RJF-RM

35%

77%

29.12.2021 - 31.12.2021