05.08.2025 18:55
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 | ||
| RTKM | 20% | 23% | 26% | 29% | 33% | 36% | 12.08.2025 - 13.08.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| VSEH | 35% | 77% | 07.08.2025 - 08.08.2025 |
| RTKM | 35% | 77% | 12.08.2025 - 13.08.2025 |
| RTKMP | 35% | 77% | 12.08.2025 - 13.08.2025 |