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

MAGN

17%

20%

23%

26%

34%

37%

13.01.2021 - 14.01.2021

 

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

Ticker

Current value

New value

New value effective for

ABBV-RM

35%

77%

13.01.2021 - 15.01.2021

ABT-RM

35%

77%

13.01.2021 - 15.01.2021

CAT-RM

35%

77%

15.01.2021 - 20.01.2021

DSKY

35%

77%

13.01.2021 - 15.01.2021

MAGN

35%

77%

13.01.2021 - 14.01.2021

 

Ticker

Rcl_max

Rch_max

New value effective for

ABBV-RM

0.2

0.2

13.01.2021 - 15.01.2021

ABT-RM

0.2

0.2

13.01.2021 - 15.01.2021

CAT-RM

0.2

0.2

13.01.2021 - 20.01.2021

Ticker

x_pr

New value effective for

MAGN

1.58

13.01.2021 - 14.01.2021

                                                                                                       

Ticker

w

New value effective for

MAGN

0.08

13.01.2021 - 14.01.2021