News

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

Current value

New value

Current value

New value

PHOR

17%

20%

23%

26%

30%

33%

22.09.2021 - 24.09.2021

 

Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

FIXP

35%

77%

22.09.2021 - 24.09.2021

PHOR

35%

77%

22.09.2021 - 24.09.2021