The following risk parameters will be changed:
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 | ||
PHOR | 17% | 20% | 23% | 26% | 30% | 33% | 16.12.2021 - 20.12.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
PKG-RM | 35% | 77% | 16.12.2021 - 20.12.2021 |
UNP-RM | 35% | 77% | 16.12.2021 - 20.12.2021 |
PHOR | 35% | 77% | 16.12.2021 - 20.12.2021 |
GE-RM | 35% | 77% | 17.12.2021 - 21.12.2021 |
AVGO-RM | 35% | 77% | 20.12.2021 - 22.12.2021 |
RL-RM | 35% | 77% | 22.12.2021 - 24.12.2021 |
CERN-RM | 35% | 77% | 23.12.2021 - 27.12.2021 |
Ticker | x_pr | New value effective for |
---|---|---|
PHOR | 1.57 | 16.12.2021 - 20.12.2021 |
Ticker | w | New value effective for |
---|---|---|
PHOR | 0.08 | 16.12.2021 - 20.12.2021 |