25.06.2025 14:37
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 | ||
| MRKP | 50% | 56% | 75% | 81% | 95% | 100% | 30.06.2025 - 01.07.2025 |
| LSNGP | 33% | 41% | 50% | 58% | 75% | 83% | 02.07.2025 - 03.07.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| ZAYM | 35% | 77% | 26.06.2025 - 27.06.2025 |
| NKHP | 35% | 77% | 27.06.2025 - 30.06.2025 |
| NKNCP | 35% | 77% | 30.06.2025 - 01.07.2025 |
| MRKP | 35% | 77% | 30.06.2025 - 01.07.2025 |
| RTKM | 35% | 77% | 30.06.2025 - 01.07.2025 |
| OZPH | 35% | 77% | 02.07.2025 - 03.07.2025 |
| LSNGP | 35% | 77% | 02.07.2025 - 03.07.2025 |