mssect52mssect

What's new


14.06.17


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

SIBN

35%

77%

22.06.2017 - 26.06.2017

MGNT

35%

77%

21.06.2017 - 23.06.2017

GMKN

35%

77%

21.06.2017 - 23.06.2017

 

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

GMNK

14%

19%

18%

23%

25%

30%

21.06.2017 - 23.06.2017

 

Ratio of the Risk Assessment Range to the Price Range (x_pr)

Ticker

Current value

New value

New value effective for

GMKN

2

1.6

21.06.2017 - 23.06.2017