24.09.2024 14:23
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 | ||
| RTKM | 20% | 26% | 26% | 32% | 33% | 39% | 26.09.2024 - 27.09.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MBNK | 35% | 77% | 26.09.2024 - 27.09.2024 |
| RTKM | 35% | 77% | 26.09.2024 - 27.09.2024 |
| RTKMP | 35% | 77% | 26.09.2024 - 27.09.2024 |
| BSPB | 35% | 77% | 27.09.2024 - 30.09.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| RTKM | 1.48 | 26.09.2024 - 27.09.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| RTKM | 0.07 | 26.09.2024 - 27.09.2024 |