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
NKNCP
33%
38%
50%
55%
75%
80%
16.09.2021 - 20.09.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
LRCX-RM
35%
77%
24.09.2021 - 28.09.2021
Rcl_max
Rch_max
0.2
22.09.2021 - 24.09.2021