30.10.2025 17:14
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 | ||
| OGKB | 33% | 43% | 50% | 60% | 75% | 85% | 03.11.2025 - 05.11.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| NMTP | 35% | 77% | 01.11.2025 - 03.11.2025 |
| ELMT | 35% | 77% | 01.11.2025 - 03.11.2025 |
| UNAC | 35% | 77% | 01.11.2025 - 03.11.2025 |
| AKRN | 35% | 77% | 01.11.2025 - 03.11.2025 |
| AFLT | 35% | 77% | 03.11.2025 - 05.11.2025 |
| OGKB | 35% | 77% | 03.11.2025 - 05.11.2025 |
| AQUA | 35% | 77% | 05.11.2025 - 06.11.2025 |
| CNRU | 35% | 77% | 06.11.2025 - 07.11.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| OGKB | 1.40 | 03.11.2025 - 05.11.2025 |
| Ticker | w | New value effective for |
|---|---|---|
| OGKB | 0.07 | 03.11.2025 - 05.11.2025 |