25.12.2025 16:15
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 | ||
| X5 | 17% | 27% | 23% | 33% | 30% | 40% | 05.01.2026 - 06.01.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| FIXR | 35% | 77% | 26.12.2025 - 29.12.2025 |
| X5 | 35% | 77% | 05.01.2026 - 06.01.2026 |
| T | 35% | 77% | 06.01.2026 - 08.01.2026 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| X5 | 1.29 | 05.01.2026 - 06.01.2026 |
| Ticker | w | New value effective for |
|---|---|---|
| X5 | 0.06 | 05.01.2026 - 06.01.2026 |