The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
SIBN
35%
77%
22.06.2017 - 26.06.2017
MGNT
21.06.2017 - 23.06.2017
GMKN
Market Risk Rate of the first, second and third level - S_1(2,3)_min
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)
GMNK
14%
19%
18%
23%
25%
30%
Ratio of the Risk Assessment Range to the Price Range (x_pr)
2
1.6
