29.09.2026 15:07
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 | ||
| BSPB | 20% | 26% | 26% | 32% | 50% | 56% | 02.10.2026 - 05.10.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| AQUA | 35% | 77% | 01.10.2026 – 02.10.2026 |
| BSPB | 35% | 77% | 02.10.2026 - 05.10.2026 |
| Ticker | x_pr | New value effective for |
| BSPB | 1.5 | 02.10.2026 - 05.10.2026 |
| Ticker | w | New value effective for |
| BSPB | 0.07 | 02.10.2026 - 05.10.2026 |