24.05.2024 17:46
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 | ||
| IRAO | 25% | 31% | 31% | 37% | 38% | 44% | 31.05.2024 - 03.06.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| RU000A105Q71 | 35% | 77% | 27.05.2024 - 28.05.2024 |
| DELI | 35% | 77% | 30.05.2024 - 31.05.2024 |
| SVCB | 35% | 77% | 30.05.2024 - 31.05.2024 |
| VSMO | 35% | 77% | 31.05.2024 - 03.06.2024 |
| AQUA | 35% | 77% | 31.05.2024 - 03.06.2024 |
| IRAO | 35% | 77% | 31.05.2024 - 03.06.2024 |
| MTSS | 35% | 77% | 31.05.2024 - 03.06.2024 |
| MGNT | 35% | 77% | 31.05.2024 - 03.06.2024 |
| SNGS | 35% | 77% | 31.05.2024 - 03.06.2024 |