The following risk parameters will be changed:
Ticker
Minimum Initial Margin for the Market Risk,
effective from 12.05.2021
effective from 17.05.2021
S_1_min
S_2_min
S_3_min
MOEX
18%
24%
31%
14%
20%
27%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Current value
New value
New value effective for
35%
77%
12.05.2021 - 14.05.2021
x_pr
1.54
w
0.08
