24.06.2026 19:25
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 | ||
| MRKP | 33% | 41% | 50% | 58% | 75% | 83% | 29.06.2026 - 30.06.2026 |
| MRKU | 33% | 40% | 50% | 57% | 75% | 82% | 30.06.2026 - 01.07.2026 |
| MRKC | 33% | 37% | 50% | 54% | 75% | 79% | 01.07.2026 - 02.07.2026 |
| MRKV | 33% | 40% | 50% | 57% | 75% | 82% | 01.07.2026 - 02.07.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| ZAYM | 35% | 77% | 25.06.2026 - 30.06.2026 |
| BELU | 35% | 77% | 26.06.2026 - 29.06.2026 |
| NKNCP | 35% | 77% | 29.06.2026 - 30.06.2026 |
| MRKP | 35% | 77% | 29.06.2026 - 30.06.2026 |
| MRKU | 35% | 77% | 30.06.2026 - 01.07.2026 |
| MRKC | 35% | 77% | 01.07.2026 - 02.07.2026 |
| MRKV | 35% | 77% | 01.07.2026 - 02.07.2026 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MRKP | 1.41 | 29.06.2026 - 30.06.2026 |
| Ticker | w | New value effective for |
|---|---|---|
| MRKP | 0.07 | 29.06.2026 - 30.06.2026 |