The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
MAGN
35%
77%
05.10.2018 - 09.10.2018
MTSS
NVTK
08.10.2018 - 10.10.2018
OBUV
ROSN
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%
26%
34%
37%
21%
24%
28%
31%
