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
CHMF
14%
18%
20%
24%
27%
31%
31.08.2021 - 02.09.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
ANTM-RM
35%
77%
08.09.2021 - 10.09.2021
CME-RM
MGM-RM
OXY-RM
TXT-RM
x_pr
1.50
w
0.07
Rcl_max
Rch_max
0.2
03.09.2021 - 08.09.2021
