The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
NLMK
35%
77%
10.05.2018 - 14.05.2018
SBER
CHMF
MOEX
11.05.2018 - 15.05.2018
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)
17%
20%
23%
31%
