17.06.2026 14:50
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 | ||
| CNRU | 33% | 39% | 50% | 56% | 90% | 96% | 19.06.2026 - 22.06.2026 |
| VSEH | 33% | 37% | 50% | 54% | 75% | 79% | 19.06.2026 - 22.06.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| PRMD | 35% | 77% | 18.06.2026 - 19.06.2026 |
| CNRU | 35% | 77% | 19.06.2026 - 22.06.2026 |
| VSEH | 35% | 77% | 19.06.2026 - 22.06.2026 |
| ABIO | 35% | 77% | 19.06.2026 - 22.06.2026 |