The following risk parameters will be changed:
· IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
MTSS
35%
77%
12.10.2016 - 14.10.2016
· Initial Margin Rates of the first, second and third level - S_1(2,3)_min
Current IM rates
New IM rates
New values effective for
S_1_min
S_2_min
S_3_min
15%
20%
25%
30%
