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
MAGN
17%
20%
23%
26%
34%
37%
13.01.2021 - 14.01.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
ABBV-RM
35%
77%
13.01.2021 - 15.01.2021
ABT-RM
CAT-RM
15.01.2021 - 20.01.2021
DSKY
Rcl_max
Rch_max
0.2
13.01.2021 - 20.01.2021
x_pr
1.58
w
0.08