19.12.2023 15:00
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 | ||
| PHOR | 17% | 21% | 23% | 27% | 30% | 34% | 22.12.2023 - 25.12.2023 |
| GMKN | 17% | 21% | 23% | 27% | 30% | 34% | 25.12.2023 - 26.12.2023 |
| SIBN | 17% | 25% | 23% | 31% | 30% | 38% | 26.12.2023 - 27.12.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| CBOM | 35% | 77% | 21.12.2023 - 22.12.2023 |
| PHOR | 35% | 77% | 22.12.2023 - 25.12.2023 |
| GMKN | 35% | 77% | 25.12.2023 - 26.12.2023 |
| SIBN | 35% | 77% | 26.12.2023 - 27.12.2023 |
| BELU | 35% | 77% | 26.12.2023 - 27.12.2023 |
| Ticker | x_pr | New value effective for |
| PHOR | 1.64 | 22.12.2023 - 25.12.2023 |
| GMKN | 1.52 | 25.12.2023 - 26.12.2023 |
| SIBN | 1.39 | 26.12.2023 - 27.12.2023 |
| Ticker | w | New value effective for |
| PHOR | 0.08 | 22.12.2023 - 25.12.2023 |
| GMKN | 0.08 | 25.12.2023 - 26.12.2023 |
| SIBN | 0.06 | 26.12.2023 - 27.12.2023 |