30.12.2021 17:23
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 | ||
| TATN | 24% | 28% | 30% | 34% | 37% | 41% | 05.01.2022 - 10.01.2022 |
| TATNP | 20% | 25% | 26% | 31% | 33% | 38% | 05.01.2022 - 10.01.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| HRL-RM | 35% | 77% | 14.01.2022 - 18.01.2022 |
| SMLT | 35% | 77% | 04.01.2022 - 06.01.2022 |
| TATN | 35% | 77% | 05.01.2022 - 10.01.2022 |
| TATNP | 35% | 77% | 05.01.2022 - 10.01.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| TATNP | 1.58 | 05.01.2022 - 10.01.2022 |
| Ticker | w | New value effective for |
|---|---|---|
| TATNP | 0.08 | 05.01.2022 - 10.01.2022 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| HRL-RM | 0.2 | 0.2 | 13.01.2022 - 14.01.2022 |