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31 May 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
Current value
New value
Current value
New value
Current value
New value
MAGN
17%
21%
23%
27%
30%
34%
09.06.2024 - 10.06.2024
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
FLOT
35%
77%
06.06.2024 - 09.06.2024
MAGN
35%
77%
09.06.2024 - 10.06.2024
BELU
35%
77%
09.06.2024 - 10.06.2024
Ticker
x_pr
New value effective for
MAGN
1.58
09.06.2024 - 10.06.2024
Ticker
w
New value effective for
MAGN
0.08
09.06.2024 - 10.06.2024
