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04.10.2021 19:22

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
MTSS 14% 17% 20% 23% 27% 30% 08.10.2021 - 12.10.2021
TATN 14% 17% 20% 23% 27% 30% 08.10.2021 - 12.10.2021
TATNP 17% 20% 23% 26% 30% 33% 08.10.2021 - 12.10.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
LOW-RM 35% 77% 18.10.2021 - 20.10.2021
MTSS 35% 77% 08.10.2021 - 12.10.2021
TATN 35% 77% 08.10.2021 - 12.10.2021
TATNP 35% 77% 08.10.2021 - 12.10.2021

 

Ticker x_pr New value effective for
MTSS 1.66 08.10.2021 - 12.10.2021
TATN 1.68 08.10.2021 - 12.10.2021

 

Ticker w New value effective for
MTSS 0.08 08.10.2021 - 12.10.2021
TATN 0.08 08.10.2021 - 12.10.2021

 

Ticker Rcl_max Rch_max New value effective for
LOW-RM 0.2 0.2 14.10.2021 - 18.10.2021
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