BTC and ETH Portfolio Margin changed on Thursday 10th Nov at 12 UTC and consequent days Deribit will increase the Initial Margin Factor from 1.2 to 1.3 (does not affect maintenance margin and will not trigger liquidations).
Deribit will increase the risk matrix underlying price move from 15% to 16% (this will affect initial and maintenance margins) Each consequent day at 12 UTC, we will increase the price moves in the risk matrix until it is at 20%.
- 10 November 12 UTC from 15% to 16%
- 11 November 12 UTC from 16% to 17%
- 12 November 12 UTC from 17% to 18%
- 13 November 12 UTC from 18% to 19%
- 14 November 12 UTC from 19% to 20%
Volatility range up and down will not be adjusted
- The risk matrix for SOL will not be adjusted-
- The risk matrix can be found on the portfolio margin page
- The changes above will not impact standard margin clients