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12.05.2021 17:14

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker Minimum Initial Margin for
the Market Risk,

effective from 12.05.2021
Minimum Initial Margin for
the Market Risk,

effective from 17.05.2021
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
MOEX 18% 24% 31% 14% 20% 27%


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

Ticker Current value New value New value effective for
MOEX 35% 77% 12.05.2021 - 14.05.2021

 

Ticker x_pr New value effective for
MOEX 1.54 12.05.2021 - 14.05.2021

 

Ticker w New value effective for
MOEX 0.08 12.05.2021 - 14.05.2021
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