07.10.2025 18:10
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 | ||
| SIBN | 18% | 21% | 24% | 27% | 31% | 34% | 10.10.2025 - 13.10.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| NKHP | 35% | 77% | 09.10.2025 - 10.10.2025 |
| IRKT | 35% | 77% | 09.10.2025 - 10.10.2025 |
| SIBN | 35% | 77% | 10.10.2025 - 13.10.2025 |
| MGKL | 35% | 77% | 10.10.2025 - 13.10.2025 |
| PLZL | 35% | 77% | 10.10.2025 - 13.10.2025 |
| ZAYM | 35% | 77% | 13.10.2025 - 14.10.2025 |
| TATN | 35% | 77% | 13.10.2025 - 14.10.2025 |
| TATNP | 35% | 77% | 13.10.2025 - 14.10.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| PLZL | 1.48 | 10.10.2025 - 13.10.2025 |
| TATN | 1.55 | 13.10.2025 - 14.10.2025 |