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
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