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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 | ||
| SGZH | 28% | 31% | 31% | 34% | 38% | 41% | 04.01.2022 - 06.01.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| SGZH | 35% | 77% | 04.01.2022 - 06.01.2022 |
| LOW-RM | 35% | 77% | 17.01.2022 -19.01.2022 |
| DGX-RM | 35% | 77% | 17.01.2022 -19.01.2022 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| LOW-RM | 0.2 | 0.2 | 14.01.2022 – 17.01.2022 |
| HRL-RM | 0.2 | 0.2 | 14.01.2022 – 17.01.2022 |
