14.07.2022 17:20
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 | ||
| RTKM | 30% | 35% | 36% | 41% | 43% | 48% | 18.07.2022 - 20.07.2022 |
| SNGSP | 30% | 40% | 36% | 46% | 43% | 53% | 18.07.2022 - 20.07.2022 |
| TRNFP | 30% | 36% | 36% | 42% | 43% | 49% | 18.07.2022 - 20.07.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MVID | 35% | 77% | 18.07.2022 - 20.07.2022 |
| RTKM | 35% | 77% | 18.07.2022 - 20.07.2022 |
| RTKMP | 35% | 77% | 18.07.2022 - 20.07.2022 |
| AFKS | 35% | 77% | 18.07.2022 - 20.07.2022 |
| SNGS | 35% | 77% | 18.07.2022 - 20.07.2022 |
| SNGSP | 35% | 77% | 18.07.2022 - 20.07.2022 |
| TRNFP | 35% | 77% | 18.07.2022 - 20.07.2022 |
| ENRU | 35% | 77% | 18.07.2022 - 20.07.2022 |
| Ticker | w | New value effective for |
|---|---|---|
| SNGSP | 0.07 | 18.07.2022 - 20.07.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SNGSP | 1.40 | 18.07.2022 - 20.07.2022 |