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
CHMF
17%
20%
23%
26%
36%
39%
14.06.2019 - 18.06.2019
MGNT
21%
24%
28%
38%
42%
13.06.2019 - 14.06.2019
NLMK
17.06.2019 - 19.06.2019
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
ROSN
13.06.2019 - 17.06.2019
x_pr
1.63
1.65
w
0.08
