The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
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
BSPB
33%
37%
50%
54%
75%
79%
03.06.2021 - 07.06.2021
IRAO
16%
19%
22%
25%
29%
32%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
APTK
35%
77%
02.06.2021 - 04.06.2021
ECL-RM
10.06.2021 - 15.06.2021
FEES
GILD-RM
KO-RM
PHOR
PLZL
RASP
RSTI
RTKM
TMO-RM
BAC-RM
BLK-RM
MOS-RM
01.06.2021 - 03.06.2021
x_pr
1.64
1.49
w
0.08
0.10
Rcl_max
Rch_max
0.2
03.06.2021 - 10.06.2021
01.06.2021 - 02.06.2021
01.06.2021 - 01.06.2021
