29.12.2023 10:06
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 | ||
| TATN | 20% | 24% | 45% | 49% | 55% | 59% | 08.01.2024 - 09.01.2024 |
| TATNP | 25% | 29% | 45% | 49% | 55% | 59% | 08.01.2024 - 09.01.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| WUSH | 35% | 77% | 04.01.2024 - 05.01.2024 |
| SOFL | 35% | 77% | 05.01.2024 - 08.01.2024 |
| TATN | 35% | 77% | 08.01.2024 - 09.01.2024 |
| TATNP | 35% | 77% | 08.01.2024 - 09.01.2024 |