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
PHOR
17%
20%
23%
26%
30%
33%
22.09.2021 - 24.09.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
FIXP
35%
77%