As of Wednesday 17/1/2007 the fixed volatility parameter that RIVA uses for the margin calculation for the derivative products on the indices FTSE/ASE-20 and FTSE/ASE Mid-40 is being adjusted to 20%.
Also effective Wednesday 17/1/2007, the Risk Free Interest Rate for Options parameter that RIVA uses for the margin calculation for the derivative products on indices and stocks is being adjusted to 4%.
The above changes will come into effect for the open positions that will arise at the end of the trading session of January 17th 2007.