30.06.2026 13:37
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 | ||
| MSRS | 33% | 40% | 50% | 57% | 75% | 82% | 02.07.2026 - 03.07.2026 |
| SIBN | 18% | 23% | 24% | 29% | 31% | 36% | 03.07.2026 - 06.07.2026 |
| X5 | 17% | 26% | 23% | 32% | 30% | 39% | 06.07.2026 - 07.07.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MAGN | 35% | 77% | 02.07.2026 - 03.07.2026 |
| MSRS | 35% | 77% | 02.07.2026 - 03.07.2026 |
| NMTP | 35% | 77% | 02.07.2026 - 03.07.2026 |
| AKRN | 35% | 77% | 02.07.2026 - 03.07.2026 |
| T | 35% | 77% | 02.07.2026 - 03.07.2026 |
| SIBN | 35% | 77% | 03.07.2026 - 06.07.2026 |
| NKHP | 35% | 77% | 03.07.2026 - 06.07.2026 |
| ABRD | 35% | 77% | 06.07.2026 - 07.07.2026 |
| AQUA | 35% | 77% | 06.07.2026 - 07.07.2026 |
| X5 | 35% | 77% | 06.07.2026 - 07.07.2026 |
| OZPH | 35% | 77% | 07.07.2026 - 08.07.2026 |
| Ticker | x_pr | New value effective for |
| SIBN | 1.50 | 03.07.2026 - 06.07.2026 |
| X5 | 1.33 | 06.07.2026 - 07.07.2026 |
| Ticker | w | New value effective for |
| SIBN | 0.07 | 03.07.2026 - 06.07.2026 |
| X5 | 0.06 | 06.07.2026 - 07.07.2026 |