06.07.2026 18:57
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 | ||
| MOEX | 17% | 27% | 23% | 33% | 30% | 40% | 08.07.2026 - 09.07.2026 |
| BANE | 33% | 37% | 39% | 43% | 46% | 50% | 10.07.2026 - 13.07.2026 |
| BANEP | 33% | 39% | 39% | 45% | 46% | 52% | 10.07.2026 - 13.07.2026 |
| LSRG | 33% | 42% | 50% | 59% | 75% | 84% | 10.07.2026 - 13.07.2026 |
| NMTP | 33% | 42% | 50% | 59% | 75% | 84% | 10.07.2026 - 13.07.2026 |
| SVCB | 17% | 20% | 34% | 37% | 59% | 62% | 10.07.2026 - 13.07.2026 |
| MSNG | 25% | 36% | 50% | 61% | 70% | 81% | 13.07.2026 - 14.07.2026 |
| MDMG | 25% | 28% | 31% | 34% | 75% | 78% | 13.07.2026 - 14.07.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| SOFL | 35% | 77% | 08.07.2026 - 09.07.2026 |
| MOEX | 35% | 77% | 08.07.2026 - 09.07.2026 |
| ROSN | 35% | 77% | 08.07.2026 - 09.07.2026 |
| MBNK | 35% | 77% | 09.07.2026 - 10.07.2026 |
| BTBR | 35% | 77% | 09.07.2026 - 10.07.2026 |
| RAGR | 35% | 77% | 09.07.2026 - 10.07.2026 |
| RAGR | 35% | 77% | 09.07.2026 - 10.07.2026 |
| BANE | 35% | 77% | 10.07.2026 - 13.07.2026 |
| BANEP | 35% | 77% | 10.07.2026 - 13.07.2026 |
| LSRG | 35% | 77% | 10.07.2026 - 13.07.2026 |
| NMTP | 35% | 77% | 10.07.2026 - 13.07.2026 |
| PLZL | 35% | 77% | 10.07.2026 - 13.07.2026 |
| SVCB | 35% | 77% | 10.07.2026 - 13.07.2026 |
| MSNG | 35% | 77% | 13.07.2026 - 14.07.2026 |
| MDMG | 35% | 77% | 13.07.2026 - 14.07.2026 |
| Ticker | x_pr | New value effective for |
| MOEX | 1.34 | 08.07.2026 - 09.07.2026 |
| LSRG | 1.42 | 10.07.2026 - 13.07.2026 |
| NMTP | 1.39 | 10.07.2026 - 13.07.2026 |
| MSNG | 1.33 | 13.07.2026 - 14.07.2026 |
| Ticker | w | New value effective for |
| MOEX | 0.06 | 08.07.2026 - 09.07.2026 |
| LSRG | 0.07 | 10.07.2026 - 13.07.2026 |
| NMTP | 0.07 | 10.07.2026 - 13.07.2026 |
| MSNG | 0.06 | 13.07.2026 - 14.07.2026 |