17.05.2024 11:12
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 | ||
| NLMK | 20% | 28% | 26% | 34% | 33% | 41% | 24.05.2024 - 27.05.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| POSI | 35% | 77% | 23.05.2024 - 24.05.2024 |
| ELFV | 35% | 77% | 23.05.2024 - 24.05.2024 |
| MRKC | 35% | 77% | 23.05.2024 - 24.05.2024 |
| NLMK | 35% | 77% | 24.05.2024 - 27.05.2024 |
| SBER | 35% | 77% | 24.05.2024 - 27.05.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| NLMK | 1.39 | 24.05.2024 - 27.05.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| NLMK | 0.06 | 24.05.2024 - 27.05.2024 |