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
HYDR
17%
22%
23%
28%
30%
35%
07.07.2021 - 09.07.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
DSKY
77%
TATN
TATNP
x_pr
1.50
1.55
w
0.07
