12.07.2023 13:21
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 | ||
| TRNFP | 30% | 38% | 36% | 44% | 43% | 51% | 18.07.2023 - 20.07.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| POSI | 35% | 77% | 14.07.2023 - 18.07.2023 |
| SNGS | 35% | 77% | 18.07.2023 - 20.07.2023 |
| SNGSP | 35% | 77% | 18.07.2023 - 20.07.2023 |
| TRNFP | 35% | 77% | 18.07.2023 - 20.07.2023 |
| Ticker | w | New value effective for |
| TRNFP | 0.07 | 18.07.2023 - 20.07.2023 |
| Ticker | x_pr | New value effective for |
| TRNFP | 1.41 | 18.07.2023 - 20.07.2023 |