The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
MGNT
35%
77%
04.07.2018 - 06.07.2018
MTSS
05.07.2018 - 09.07.2018
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%
26%
23%
32%
34%
43%
Current value X_PR
New value X_PR
2
1.6
