News

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

Current value

New value

Current value

New value

GMKN

17%

21%

21%

25%

28%

32%

03.10.2019 - 07.10.2019

MNOD-ME

17%

21%

21%

25%

28%

32%

03.10.2019 - 07.10.2019

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

GMKN

35%

77%

03.10.2019 - 07.10.2019

 

Ticker

x_pr

New value effective for

GMKN

1.52

03.10.2019 - 07.10.2019

 

 

 

Ticker

w

New value effective for

GMKN

0.08

03.10.2019 - 07.10.2019