NCC | Risk Parameters Change for the Securities

News

10 January 2024 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
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
MGNT	17%	22%	23%	28%	30%	35%	11.01.2024
ROSN	25%	29%	31%	35%	38%	42%	11.01.2024

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
MGNT	35%	77%	11.01.2024
ROSN	35%	77%	11.01.2024

Ticker	x_pr	New value effective for
MGNT	1.55	11.01.2024

Ticker	w	New value effective for
MGNT	0.07	11.01.2024