15.07.2025 19:15
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 | ||
| SNGS | 20% | 23% | 26% | 29% | 33% | 36% | 16.07.2025 - 17.07.2025 |
| SNGSP | 20% | 33% | 26% | 39% | 33% | 46% | 16.07.2025 - 17.07.2025 |
| TRNFP | 20% | 31% | 26% | 37% | 33% | 44% | 16.07.2025 - 17.07.2025 |
| AFLT | 33% | 39% | 39% | 45% | 46% | 52% | 17.07.2025 - 18.07.2025 |
| SBER | 17% | 26% | 23% | 32% | 30% | 39% | 17.07.2025 - 18.07.2025 |
| SBERP | 17% | 26% | 23% | 32% | 30% | 39% | 17.07.2025 - 18.07.2025 |
| ROSN | 20% | 23% | 26% | 29% | 33% | 36% | 17.07.2025 - 18.07.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| WUSH | 35% | 77% | 16.07.2025 - 17.07.2025 |
| EUTR | 35% | 77% | 16.07.2025 - 17.07.2025 |
| SNGS | 35% | 77% | 16.07.2025 - 17.07.2025 |
| SNGSP | 35% | 77% | 16.07.2025 - 17.07.2025 |
| T | 35% | 77% | 16.07.2025 - 17.07.2025 |
| TRNFP | 35% | 77% | 16.07.2025 - 17.07.2025 |
| AFLT | 35% | 77% | 17.07.2025 - 18.07.2025 |
| SBER | 35% | 77% | 17.07.2025 - 18.07.2025 |
| SBERP | 35% | 77% | 17.07.2025 - 18.07.2025 |
| SOFL | 35% | 77% | 17.07.2025 - 18.07.2025 |
| ROSN | 35% | 77% | 17.07.2025 - 18.07.2025 |
| ZAYM | 35% | 77% | 18.07.2025 - 21.07.2025 |
| MVID | 35% | 77% | 18.07.2025 - 21.07.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SNGSP | 1.24 | 16.07.2025 - 17.07.2025 |
| TRNFP | 1.28 | 16.07.2025 - 17.07.2025 |
| SBER | 1.33 | 17.07.2025 - 18.07.2025 |
| SBERP | 1.33 | 17.07.2025 - 18.07.2025 |
| Ticker | w | New value effective for |
|---|---|---|
| SNGSP | 0.05 | 16.07.2025 - 17.07.2025 |
| TRNFP | 0.06 | 16.07.2025 - 17.07.2025 |
| SBER | 0.06 | 17.07.2025 - 18.07.2025 |
| SBERP | 0.06 | 17.07.2025 - 18.07.2025 |