12.12.2024 13:54
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 | ||
| LKOH | 25% | 31% | 31% | 37% | 38% | 44% | 16.12.2024 - 17.12.2024 |
| CHMF | 20% | 24% | 26% | 30% | 33% | 37% | 16.12.2024 - 17.12.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| LKOH | 35% | 77% | 16.12.2024 - 17.12.2024 |
| CHMF | 35% | 77% | 16.12.2024 - 17.12.2024 |