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
ALRS
17%
21%
23%
27%
34%
38%
10.10.2019 - 14.10.2019
MTSS
20%
26%
37%
ROSN
24%
28%
31%
09.10.2019 - 11.10.2019
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
VSMO
x_pr
1.54
1.64
w
0.08
