06.01.2025 09:44
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 | ||
| ROSN | 25% | 30% | 31% | 36% | 38% | 43% | 09.01.2025 - 10.01.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| DIAS | 35% | 77% | 08.01.2025 |
| MTSS | 35% | 77% | 08.01.2025 |
| TATN | 35% | 77% | 08.01.2025 |
| TATNP | 35% | 77% | 08.01.2025 |
| SOFL | 35% | 77% | 08.01.2025 - 09.01.2025 |
| PLZL | 35% | 77% | 08.01.2025 - 09.01.2025 |
| ROSN | 35% | 77% | 09.01.2025 - 10.01.2025 |
| Ticker | x_pr | New value effective for |
| TATN | 1.54 | 08.01.2025 |