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
AKRN
33%
37%
50%
54%
75%
79%
10.12.2021 - 14.12.2021
CHMF
17%
22%
23%
28%
30%
35%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
77%
x_pr
1.57
w
0.07
