29.11.2021 19:17
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 | 20% | 25% | 26% | 31% | 33% | 38% | 03.12.2021 - 07.12.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| NLMK | 35% | 77% | 03.12.2021 – 07.12.2021 |
| CMA-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| GILD-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| LRCX-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| LEG-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| LDOS-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| M-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| TMO-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| VRSK-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| VIAC-RM | 35% | 77% | 13.12.2021 – 15.12.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| NLMK | 1.55 | 03.12.2021 - 07.12.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| NLMK | 0.08 | 03.12.2021 - 07.12.2021 |