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 | ||
NKNCP | 33% | 38% | 50% | 55% | 75% | 80% | 16.09.2021 - 20.09.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
LRCX-RM | 35% | 77% | 24.09.2021 - 28.09.2021 |
NKNCP | 35% | 77% | 16.09.2021 - 20.09.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
LRCX-RM | 0.2 | 0.2 | 22.09.2021 - 24.09.2021 |