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
MGNT
17%
20%
24%
27%
38%
41%
17.06.2020 - 19.06.2020
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
UPRO
18.06.2020 - 22.06.2020
x_pr
1.61
w
0.08
