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
AAPL-RM
17%
50%
25%
58%
34%
67%
05.11.2020 - 09.11.2020
MSFT-RM
16%
24%
32%
66%
10.11.2020 - 19.11.2020
V-RM
05.11.2020 - 13.11.2020
XOM-RM
05.11.2020 - 12.11.2020
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
x_pr
1.00
Rcl_max
Rch_max
0.4
0.1
