03.07.2025 18:26
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 | ||
MTSS | 20% | 32% | 26% | 38% | 39% | 51% | 04.07.2025 - 07.07.2025 |
MRKU | 33% | 39% | 50% | 56% | 75% | 81% | 04.07.2025 - 07.07.2025 |
SIBN | 17% | 21% | 23% | 27% | 30% | 34% | 07.07.2025 - 08.07.2025 |
MSRS | 33% | 40% | 50% | 57% | 75% | 82% | 07.07.2025 - 08.07.2025 |
X5 | 50% | 59% | 75% | 84% | 95% | 100% | 08.07.2025 - 09.07.2025 |
MRKV | 33% | 38% | 50% | 55% | 75% | 80% | 08.07.2025 - 09.07.2025 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
ABRD | 35% | 77% | 04.07.2025 - 07.07.2025 |
AQUA | 35% | 77% | 04.07.2025 - 07.07.2025 |
MGKL | 35% | 77% | 04.07.2025 - 07.07.2025 |
MTSS | 35% | 77% | 04.07.2025 - 07.07.2025 |
MRKU | 35% | 77% | 04.07.2025 - 07.07.2025 |
DIAS | 35% | 77% | 07.07.2025 - 08.07.2025 |
SIBN | 35% | 77% | 07.07.2025 - 08.07.2025 |
MSRS | 35% | 77% | 07.07.2025 - 08.07.2025 |
SVCB | 35% | 77% | 07.07.2025 - 08.07.2025 |
X5 | 35% | 77% | 08.07.2025 - 09.07.2025 |
MRKV | 35% | 77% | 08.07.2025 - 09.07.2025 |
Ticker | x_pr | New value effective for |
---|---|---|
MTSS | 1.30 | 04.07.2025 - 07.07.2025 |
SIBN | 1.56 | 07.07.2025 - 08.07.2025 |
X5 | 1.36 | 08.07.2025 - 09.07.2025 |
Ticker | w | New value effective for |
---|---|---|
MTSS | 0.05 | 04.07.2025 - 07.07.2025 |
SIBN | 0.08 | 07.07.2025 - 08.07.2025 |
X5 | 0.07 | 08.07.2025 - 09.07.2025 |
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