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
MRKP
33%
39%
50%
56%
75%
81%
11.06.2021 - 15.06.2021
IR risk (downward scenario) - SEC?_1 (Y0/Y1)
35%
77%
ROSN
AVGO-RM
18.06.2021 - 22.06.2021
x_pr
1.70
Rcl_max
Rch_max
0.2
10.06.2021 - 18.06.2021