23.11.2023 18:07
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 | 25% | 30% | 31% | 36% | 38% | 43% | 30.11.2023 - 01.12.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| RTKM | 35% | 77% | 30.11.2023 - 01.12.2023 |
| RTKMP | 35% | 77% | 30.11.2023 - 01.12.2023 |
| POSI | 35% | 77% | 30.11.2023 - 01.12.2023 |
| SELG | 35% | 77% | 30.11.2023 - 01.12.2023 |