mssect52mssect

What's new


19.06.19


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

Market Risk Rate of the first, second and third level – S_1(2,3)_min

 

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

TGKA

35%

39%

49%

53%

78%

82%

24.06.2019 - 26.06.2019

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

ENRU

35%

77%

25.06.2019 - 27.06.2019

TGKA

35%

77%

24.06.2019 - 26.06.2019

UPRO

35%

77%

21.06.2019 - 25.06.2019