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
MAGN
16%
19%
22%
25%
29%
32%
11.01.2022 - 13.01.2022
GMKN
20%
26%
31%
33%
38%
12.01.2022 - 14.01.2022
RASP
24%
28%
30%
34%
37%
41%
14.01.2022 - 18.01.2022
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
APA-RM
35%
77%
19.01.2022-21.01.2022
CLX-RM
24.01.2022-26.01.2022
COO-RM
CVS-RM
12.01.2022-14.01.2022
11.01.2022-13.01.2022
PKI-RM
PNC-RM
13.01.2022-18.01.2022
14.01.2022-18.01.2022
WST-RM
14.01.2022-19.01.2022
x_pr
0.08
w
1.62
1.51
Rcl_max
Rch_max
0.2
11.01.2022 – 13.01.2022
12.01.2022 – 14.01.2022
14.01.2022 – 19.01.2022
20.01.2022 – 24.01.2022