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News

09 July 2024

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
MGNT 17% 22% 23% 28% 30% 35% 12.07.2024 - 15.07.2024
MTSS 20% 30% 26% 36% 39% 49% 15.07.2024 - 16.07.2024

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
MGNT 35% 77% 12.07.2024 - 15.07.2024
WUSH 35% 77% 15.07.2024 - 16.07.2024
KMAZ 35% 77% 15.07.2024 - 16.07.2024
MTSS 35% 77% 15.07.2024 - 16.07.2024
AFKS 35% 77% 16.07.2024 - 17.07.2024

 

 

Ticker x, pr New value effective for
MGNT 1.47 12.07.2024 - 15.07.2024
MTSS 1.36 15.07.2024 - 16.07.2024

 

Ticker w New value effective for
MGNT 0.07 12.07.2024 - 15.07.2024
MTSS 0.06 15.07.2024 - 16.07.2024