The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
Ticker
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)
New value effective for
Current value
New value
MAGN
17%
20%
23%
26%
34%
37%
07.06.2019 - 11.06.2019
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
AKRN
35%
77%
CBOM
05.06.2019 - 07.06.2019
MRKC
06.06.2019 - 10.06.2019
PHOR
SFIN
