mssect52mssect

What's new


07.05.18


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

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

Ticker

Current value

New value

New value effective for

NLMK

35%

77%

10.05.2018 - 14.05.2018

SBER

35%

77%

10.05.2018 - 14.05.2018

CHMF

35%

77%

10.05.2018 - 14.05.2018

MOEX

35%

77%

11.05.2018 - 15.05.2018

 

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

MOEX

17%

20%

23%

20%

31%

20%

11.05.2018 - 15.05.2018