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 | ||
AKRN | 33% | 37% | 50% | 54% | 75% | 79% | 10.12.2021 - 14.12.2021 |
CHMF | 17% | 22% | 23% | 28% | 30% | 35% | 10.12.2021 - 14.12.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
AKRN | 35% | 77% | 10.12.2021 - 14.12.2021 |
CHMF | 35% | 77% | 10.12.2021 - 14.12.2021 |
Ticker | x_pr | New value effective for |
---|---|---|
CHMF | 1.57 | 10.12.2021 - 14.12.2021 |
Ticker | w | New value effective for |
---|---|---|
CHMF | 0.07 | 10.12.2021 - 14.12.2021 |