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
NLMK
14%
19%
20%
25%
27%
32%
03.09.2021 - 07.09.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
GILD-RM
35%
77%
13.09.2021 - 15.09.2021
KO-RM
M-RM
MRK-RM
NVTK
QIWI
TMO-RM
VIAC-RM
x_pr
1.51
w
0.07
Rcl_max
Rch_max
0.2
09.09.2021 - 13.09.2021
