26.05.2023 14:25
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 | ||
| LKOH | 30% | 36% | 36% | 42% | 43% | 49% | 01.06.2023 - 05.06.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| VSMO | 35% | 77% | 01.06.2023 - 05.06.2023 |
| GAZP | 35% | 77% | 01.06.2023 - 05.06.2023 |
| LSRG | 35% | 77% | 01.06.2023 - 05.06.2023 |
| LKOH | 35% | 77% | 01.06.2023 - 05.06.2023 |
| AFKS | 35% | 77% | 01.06.2023 - 05.06.2023 |
| SNGS | 35% | 77% | 01.06.2023 - 05.06.2023 |