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
UPRO
20%
23%
26%
29%
33%
36%
18.06.2021 - 22.06.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
FDX-RM
35%
77%
24.06.2021 - 28.06.2021
NLMK
21.06.2021 - 23.06.2021
NLMK-ME
QIWI
Rcl_max
Rch_max
0.2
17.06.2021 - 24.06.2021