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 | ||
| MTSS | 14% | 21% | 20% | 27% | 27% | 34% | 06.07.2021 - 08.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MOMO-RM | 35% | 77% | 01.07.2021 - 02.07.2021 |
| MTSS | 35% | 77% | 06.07.2021 - 08.07.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MTSS | 1.42 | 06.07.2021 - 08.07.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MTSS | 0.06 | 06.07.2021 - 08.07.2021 |
