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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
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