Русский RU
25.09.2019 22:18

Risk Parameters Change for the Securities

 The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min

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
TATN 17% 22% 24% 29% 37% 42% 25.09.2019 - 27.09.2019
TATNP 35% 39% 49% 53% 78% 82% 25.09.2019 - 27.09.2019

 IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker Current value New value New value effective for
TATN 35% 77% 25.09.2019 - 27.09.2019
TATNP 35% 77% 25.09.2019 - 27.09.2019

 

Ticker x_pr New value effective for
TATN 1.57 25.09.2019 - 27.09.2019

 

Ticker w New value effective for
TATN 0.07 25.09.2019 - 27.09.2019
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
Main news