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News

09 October 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
MAGN 17% 22% 23% 28% 30% 35% 16.10.2024 - 17.10.2024
ALRS 25% 28% 31% 34% 38% 41% 16.10.2024 - 17.10.2024

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
POSI 35% 77% 14.10.2024 - 15.10.2024
MAGN 35% 77% 16.10.2024 - 17.10.2024
ALRS 35% 77% 16.10.2024 - 17.10.2024
EUTR 35% 77% 16.10.2024 - 17.10.2024

 

Ticker x_pr New value effective for
MAGN 1.55 16.10.2024 - 17.10.2024

 

Ticker w New value effective for
MAGN 0.07 16.10.2024 - 17.10.2024