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13 June 2018 Risk Parameters Change for the Securities
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% |
18.06.2018 - 20.06.2018 |
|
CHMF |
35% |
77% |
15.06.2018 - 19.06.2018 |
|
ENRU |
35% |
77% |
20.06.2018 - 22.06.2018 |
|
MAGN |
35% |
77% |
21.06.2018 - 25.06.2018 |
Market Risk Rate of the first, second and third level - S_1(2,3)_min
|
Ticker |
Minimum Initial Margin for |
Minimum Initial Margin for |
Minimum Initial Margin for |
New value effective for |
|||
|
Current value |
New value |
Current value |
New value |
Current value |
New value |
||
|
NLMK |
17% |
21% |
24% |
21% |
38% |
21% |
18.06.2018 - 20.06.2018 |
|
CHMF |
17% |
22% |
23% |
22% |
36% |
22% |
15.06.2018 - 19.06.2018 |
|
ENRU |
35% |
41% |
49% |
41% |
78% |
41% |
20.06.2018 - 22.06.2018 |
|
Ticker |
Current value X_PR |
New value X_PR |
New value effective for |
|
NLMK |
2 |
1.5 |
18.06.2018 - 20.06.2018 |
|
CHMF |
2 |
1.5 |
15.06.2018 - 19.06.2018 |
|
ENRU |
2 |
1.5 |
20.06.2018 - 22.06.2018 |