08.12.2025 17:11
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 | ||
| CNRU | 33% | 42% | 50% | 59% | 75% | 84% | 11.12.2025 - 12.12.2025 |
| LEAS | 20% | 28% | 55% | 63% | 75% | 83% | 12.12.2025 - 15.12.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| AKRN | 35% | 77% | 09.12.2025 |
| VSEH | 35% | 77% | 09.12.2025 - 10.12.2025 |
| CNRU | 35% | 77% | 11.12.2025 - 12.12.2025 |
| LEAS | 35% | 77% | 12.12.2025 - 15.12.2025 |
| ZAYM | 35% | 77% | 12.12.2025 - 15.12.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| CNRU | 1.37 | 11.12.2025 - 12.12.2025 |
| LEAS | 1.41 | 12.12.2025 - 15.12.2025 |
| Ticker | w | New value effective for |
|---|---|---|
| CNRU | 0.07 | 11.12.2025 - 12.12.2025 |
| LEAS | 0.07 | 12.12.2025 - 15.12.2025 |