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21 June 2022
Risk Parameters Change for the Securities
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
MRKP
33%
41%
50%
58%
75%
83%
23.06.2022 - 27.06.2022
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
MRKP
35%
77%
23.06.2022 - 27.06.2022
Ticker
x_pr
New value effective for
MRKP
1.43
23.06.2022 - 27.06.2022
Ticker
w
New value effective for
MRKP
0.07
23.06.2022 - 27.06.2022