11.07.2024 12:46
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 | ||
| SNGSP | 20% | 36% | 26% | 42% | 33% | 49% | 17.07.2024 - 18.07.2024 |
| TRNFP | 25% | 34% | 31% | 40% | 38% | 47% | 17.07.2024 - 18.07.2024 |
| FLOT | 33% | 40% | 39% | 46% | 46% | 53% | 18.07.2024 - 20.07.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| SGZH | 35% | 77% | 17.07.2024 - 18.07.2024 |
| SNGS | 35% | 77% | 17.07.2024 - 18.07.2024 |
| SNGSP | 35% | 77% | 17.07.2024 - 18.07.2024 |
| TRNFP | 35% | 77% | 17.07.2024 - 18.07.2024 |
| FLOT | 35% | 77% | 17.07.2024 - 18.07.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SNGSP | 1.20 | 17.07.2024 - 18.07.2024 |
| TRNFP | 1.37 | 17.07.2024 - 18.07.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| SNGSP | 0.05 | 17.07.2024 - 18.07.2024 |
| TRNFP | 0.07 | 17.07.2024 - 18.07.2024 |