01.07.2021 13:53
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 | ||
| HYDR | 17% | 22% | 23% | 28% | 30% | 35% | 07.07.2021 - 09.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| DSKY | 35% | 77% | 07.07.2021 - 09.07.2021 |
| HYDR | 35% | 77% | 07.07.2021 - 09.07.2021 |
| TATN | 35% | 77% | 07.07.2021 - 09.07.2021 |
| TATNP | 35% | 77% | 07.07.2021 - 09.07.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| HYDR | 1.50 | 07.07.2021 - 09.07.2021 |
| TATN | 1.50 | 07.07.2021 - 09.07.2021 |
| TATNP | 1.55 | 07.07.2021 - 09.07.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| HYDR | 0.07 | 07.07.2021 - 09.07.2021 |