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 | ||
UPRO | 25% | 30% | 31% | 36% | 38% | 43% | 15.12.2021 - 17.12.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
TSM-RM | 35% | 77% | 15.12.2021 - 17.12.2021 |
UPRO | 35% | 77% | 15.12.2021 - 17.12.2021 |