30.08.2021 12:07
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 | ||
| NLMK | 14% | 19% | 20% | 25% | 27% | 32% | 03.09.2021 - 07.09.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| GILD-RM | 35% | 77% | 13.09.2021 - 15.09.2021 |
| KO-RM | 35% | 77% | 13.09.2021 - 15.09.2021 |
| M-RM | 35% | 77% | 13.09.2021 - 15.09.2021 |
| MRK-RM | 35% | 77% | 13.09.2021 - 15.09.2021 |
| NLMK | 35% | 77% | 03.09.2021 - 07.09.2021 |
| NVTK | 35% | 77% | 03.09.2021 - 07.09.2021 |
| QIWI | 35% | 77% | 03.09.2021 - 07.09.2021 |
| TMO-RM | 35% | 77% | 13.09.2021 - 15.09.2021 |
| VIAC-RM | 35% | 77% | 13.09.2021 - 15.09.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| NLMK | 1.51 | 03.09.2021 - 07.09.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| NLMK | 0.07 | 03.09.2021 - 07.09.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| GILD-RM | 0.2 | 0.2 | 09.09.2021 - 13.09.2021 |
| KO-RM | 0.2 | 0.2 | 09.09.2021 - 13.09.2021 |
| M-RM | 0.2 | 0.2 | 09.09.2021 - 13.09.2021 |
| MRK-RM | 0.2 | 0.2 | 09.09.2021 - 13.09.2021 |
| TMO-RM | 0.2 | 0.2 | 09.09.2021 - 13.09.2021 |
| VIAC-RM | 0.2 | 0.2 | 09.09.2021 - 13.09.2021 |