10.07.2026 12:26
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 | ||
| FLOT | 20% | 25% | 26% | 31% | 50% | 55% | 15.07.2026 - 16.07.2026 |
| SNGS | 20% | 24% | 26% | 30% | 33% | 37% | 15.07.2026 - 16.07.2026 |
| AFLT | 25% | 36% | 31% | 42% | 38% | 49% | 16.07.2026 - 17.07.2026 |
| VTBR | 17% | 29% | 23% | 35% | 30% | 42% | 17.07.2026 - 20.07.2026 |
| DOMRF | 25% | 34% | 31% | 40% | 38% | 47% | 17.07.2026 - 20.07.2026 |
| RTKM | 17% | 22% | 23% | 28% | 30% | 35% | 17.07.2026 - 20.07.2026 |
| RTKMP | 25% | 30% | 31% | 36% | 38% | 43% | 17.07.2026 - 20.07.2026 |
| SBER | 17% | 28% | 23% | 34% | 30% | 41% | 17.07.2026 - 20.07.2026 |
| SBERP | 17% | 28% | 23% | 34% | 30% | 41% | 17.07.2026 - 20.07.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| T | 35% | 77% | 14.07.2026 - 15.07.2026 |
| TATN | 35% | 77% | 14.07.2026 - 15.07.2026 |
| TATNP | 35% | 77% | 14.07.2026 - 15.07.2026 |
| FLOT | 35% | 77% | 15.07.2026 - 16.07.2026 |
| SNGS | 35% | 77% | 15.07.2026 - 16.07.2026 |
| SNGSP | 35% | 77% | 15.07.2026 - 16.07.2026 |
| AFLT | 35% | 77% | 16.07.2026 - 17.07.2026 |
| ABRD | 35% | 77% | 16.07.2026 - 17.07.2026 |
| VTBR | 35% | 77% | 17.07.2026 - 20.07.2026 |
| DOMRF | 35% | 77% | 17.07.2026 - 20.07.2026 |
| RTKM | 35% | 77% | 17.07.2026 - 20.07.2026 |
| RTKMP | 35% | 77% | 17.07.2026 - 20.07.2026 |
| SBER | 35% | 77% | 17.07.2026 - 20.07.2026 |
| SBERP | 35% | 77% | 17.07.2026 - 20.07.2026 |
| Ticker | x_pr | New value effective for |
| TATN | 1.55 | 14.07.2026 - 15.07.2026 |
| FLOT | 1.49 | 15.07.2026 - 16.07.2026 |
| SNGS | 1.55 | 15.07.2026 - 16.07.2026 |
| AFLT | 1.36 | 16.07.2026 - 17.07.2026 |
| VTBR | 1.24 | 17.07.2026 - 20.07.2026 |
| DOMRF | 1.42 | 17.07.2026 - 20.07.2026 |
| RTKM | 1.46 | 17.07.2026 - 20.07.2026 |
| SBER | 1.32 | 17.07.2026 - 20.07.2026 |
| SBERP | 1.32 | 17.07.2026 - 20.07.2026 |
| Ticker | w | New value effective for |
| FLOT | 0.07 | 15.07.2026 - 16.07.2026 |
| SNGS | 0.08 | 15.07.2026 - 16.07.2026 |
| AFLT | 0.06 | 16.07.2026 - 17.07.2026 |
| VTBR | 0.05 | 17.07.2026 - 20.07.2026 |
| DOMRF | 0.07 | 17.07.2026 - 20.07.2026 |
| RTKM | 0.07 | 17.07.2026 - 20.07.2026 |
| SBER | 0.05 | 17.07.2026 - 20.07.2026 |
| SBERP | 0.05 | 17.07.2026 - 20.07.2026 |