The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
OBUV
35%
77%
12.07.2018 - 16.07.2018
GMKN
13.07.2018 - 17.07.2018
FEES
16.07.2018 - 18.07.2018
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%
21%
25%
28%
32%
27%
30%
36%
47%
53%
