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
HYDR
17%
22%
23%
28%
36%
41%
05.07.2019 - 09.07.2019
MTSS
29%
34%
40%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
LKOH
LSRG
08.07.2019 - 10.07.2019
PHOR
TGKA
x_pr
1.50
1.49
w
0.07
