Menu

List of services

05.06.2026 14:39

Risk Parameters Change for the Securities

The following risk parameters will be changed:

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
IRAO 25% 32% 31% 38% 38% 45% 08.06.2026 - 09.06.2026
DATA 33% 37% 50% 54% 75% 79% 09.06.2026 - 10.06.2026
SVAV 33% 37% 50% 54% 75% 79% 10.06.2026 - 11.06.2026

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
VSMO 35% 77% 08.06.2026
LSRG 35% 77% 08.06.2026
MTLR 35% 77% 08.06.2026
PLZL 35% 77% 08.06.2026
RTKM 35% 77% 08.06.2026
HNFG 35% 77% 08.06.2026
IRAO 35% 77% 08.06.2026 - 09.06.2026
DATA 35% 77% 09.06.2026 - 10.06.2026
SVAV 35% 77% 10.06.2026 - 11.06.2026

 

Ticker x_pr New value effective for
IRAO 1.42 08.06.2026 - 09.06.2026

 

Ticker w New value effective for
IRAO 0.07 08.06.2026 - 09.06.2026
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form