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What's new


24.11.17


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

AFLT

35%

77%

29.11.2017 - 01.12.2017

CHMF

35%

77%

01.12.2017 - 05.12.2017

 

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

CHMF

15%

18%

21%

18%

34%

18%

01.12.2017 - 05.12.2017