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10.01.2022 18:10

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
MAGN 16% 19% 22% 25% 29% 32% 11.01.2022 - 13.01.2022
GMKN 20% 25% 26% 31% 33% 38% 12.01.2022 - 14.01.2022
RASP 24% 28% 30% 34% 37% 41% 14.01.2022 - 18.01.2022

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
APA-RM 35% 77% 19.01.2022-21.01.2022
CLX-RM 35% 77% 24.01.2022-26.01.2022
COO-RM 35% 77% 19.01.2022-21.01.2022
CVS-RM 35% 77% 19.01.2022-21.01.2022
GMKN 35% 77% 12.01.2022-14.01.2022
MAGN 35% 77% 11.01.2022-13.01.2022
PKI-RM 35% 77% 19.01.2022-21.01.2022
PNC-RM 35% 77% 13.01.2022-18.01.2022
RASP 35% 77% 14.01.2022-18.01.2022
WST-RM 35% 77% 14.01.2022-19.01.2022

 

Ticker x_pr New value effective for
MAGN 0.08 11.01.2022 - 13.01.2022
GMKN 0.08 12.01.2022 - 14.01.2022

 

Ticker w New value effective for
MAGN 1.62 11.01.2022 - 13.01.2022
GMKN 1.51 12.01.2022 - 14.01.2022

 

Ticker Rcl_max Rch_max New value effective for
PNC-RM 0.2 0.2 11.01.2022 – 13.01.2022
WST-RM 0.2 0.2 12.01.2022 – 14.01.2022
APA-RM 0.2 0.2 14.01.2022 – 19.01.2022
CLX-RM 0.2 0.2 20.01.2022 – 24.01.2022
COO-RM 0.2 0.2 14.01.2022 – 19.01.2022
CVS-RM 0.2 0.2 14.01.2022 – 19.01.2022
PKI-RM 0.2 0.2 14.01.2022 – 19.01.2022



 

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