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
TRMK
50%
57%
75%
82%
95%
100%
15.09.2021 - 17.09.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
PTR-RM
35%
77%
TSM-RM
