According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/13084, 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
DSKY
25%
28%
31%
34%
38%
41%
22.12.2021 - 24.12.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
BEN-RM
28.12.2021 - 30.12.2021
A-RM
30.12.2021 - 04.01.2022
DG-RM
PWR-RM
RJF-RM
