06.07.2022 15:14
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 | ||
| MSNG | 40% | 46% | 57% | 63% | 82% | 88% | 07.07.2022 - 11.07.2022 |
| BANE | 40% | 46% | 57% | 63% | 82% | 88% | 07.07.2022 - 11.07.2022 |
| BANEP | 30% | 40% | 36% | 46% | 43% | 53% | 07.07.2022 - 11.07.2022 |
| OGKB | 40% | 48% | 57% | 65% | 82% | 90% | 07.07.2022 - 11.07.2022 |
| ROSN | 30% | 34% | 36% | 40% | 43% | 47% | 07.07.2022 - 11.07.2022 |
| PHOR | 30% | 34% | 36% | 40% | 43% | 47% | 07.07.2022 - 11.07.2022 |
| MTSS | 30% | 39% | 36% | 45% | 43% | 52% | 08.07.2022 - 12.07.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MSNG | 35% | 77% | 07.07.2022 - 11.07.2022 |
| BANE | 35% | 77% | 07.07.2022 - 11.07.2022 |
| BANEP | 35% | 77% | 07.07.2022 - 11.07.2022 |
| OGKB | 35% | 77% | 07.07.2022 - 11.07.2022 |
| ROSN | 35% | 77% | 07.07.2022 - 11.07.2022 |
| PHOR | 35% | 77% | 07.07.2022 - 11.07.2022 |
| MTSS | 35% | 77% | 08.07.2022 - 12.07.2022 |
| VSMO | 35% | 77% | 07.07.2022 - 11.07.2022 |
| NKNCP | 35% | 77% | 07.07.2022 - 11.07.2022 |
| SMLT | 35% | 77% | 07.07.2022 - 11.07.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| BANEP | 1.40 | 07.07.2022 - 11.07.2022 |
| OGKB | 1.38 | 07.07.2022 - 11.07.2022 |
| MTSS | 1.43 | 08.07.2022 - 12.07.2022 |
| Ticker | w | New value effective for |
|---|---|---|
| BANEP | 0.07 | 07.07.2022 - 11.07.2022 |
| OGKB | 0.07 | 07.07.2022 - 11.07.2022 |
| MTSS | 0.07 | 08.07.2022 - 12.07.2022 |