26.09.2025 18:42
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 | ||
| PHOR | 17% | 22% | 23% | 28% | 30% | 35% | 30.09.2025 - 01.10.2025 |
| NVTK | 20% | 23% | 26% | 29% | 33% | 36% | 03.10.2025 - 06.10.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| YDEX | 35% | 77% | 29.09.2025 |
| PHOR | 35% | 77% | 30.09.2025 - 01.10.2025 |
| OZPH | 35% | 77% | 03.10.2025 - 06.10.2025 |
| BSPB | 35% | 77% | 03.10.2025 - 06.10.2025 |
| NVTK | 35% | 77% | 03.10.2025 - 06.10.2025 |
| T | 35% | 77% | 03.10.2025 - 06.10.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| PHOR | 1.58 | 30.09.2025 - 01.10.2025 |
| Ticker | w | New value effective for |
|---|---|---|
| PHOR | 0.07 | 30.09.2025 - 01.10.2025 |