05.10.2026 15:22
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 | ||
| NVTK | 17% | 20% | 23% | 26% | 30% | 33% | 09.10.2026 - 12.10.2026 |
| SIBN | 18% | 24% | 24% | 30% | 31% | 37% | 12.10.2026 - 13.10.2026 |
| TATN | 17% | 21% | 23% | 27% | 30% | 34% | 12.10.2026 - 13.10.2026 |
| TATNP | 20% | 24% | 26% | 30% | 33% | 37% | 12.10.2026 - 13.10.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| ZAYM | 35% | 77% | 07.10.2026 - 08.10.2026 |
| BTBR | 35% | 77% | 08.10.2026 - 09.10.2026 |
| GCHE | 35% | 77% | 08.10.2026 - 09.10.2026 |
| GMKN | 35% | 77% | 09.10.2026 - 12.10.2026 |
| BELU | 35% | 77% | 09.10.2026 - 12.10.2026 |
| NVTK | 35% | 77% | 09.10.2026 - 12.10.2026 |
| T | 35% | 77% | 09.10.2026 - 12.10.2026 |
| SIBN | 35% | 77% | 12.10.2026 - 13.10.2026 |
| TATN | 35% | 77% | 12.10.2026 - 13.10.2026 |
| TATNP | 35% | 77% | 12.10.2026 - 13.10.2026 |
| Ticker | x_pr | New value effective for |
| SIBN | 1.45 | 12.10.2026 - 13.10.2026 |
| TATN | 1.54 | 12.10.2026 - 13.10.2026 |
| TATNP | 1.56 | 12.10.2026 - 13.10.2026 |
| Ticker | w | New value effective for |
| SIBN | 0.07 | 12.10.2026 - 13.10.2026 |
| TATN | 0.08 | 12.10.2026 - 13.10.2026 |
| TATNP | 0.08 | 12.10.2026 - 13.10.2026 |