19.12.2025 12:05
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 | ||
| SFIN | 33% | 66% | 50% | 83% | 75% | 100% | 24.12.2025 - 25.12.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| SFIN | 35% | 77% | 24.12.2025 - 25.12.2025 |
| IVAT | 35% | 77% | 25.12.2025 - 26.12.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SFIN | 1.00 | 24.12.2025 - 25.12.2025 |
| Ticker | w | New value effective for |
|---|---|---|
| SFIN | 0.03 | 24.12.2025 - 25.12.2025 |