05.01.2026 19:51
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 | ||
| LKOH | 20% | 25% | 26% | 31% | 33% | 38% | 09.01.2026 - 12.01.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| GEMC | 35% | 77% | 08.01.2026 - 09.01.2026 |
| TATN | 35% | 77% | 08.01.2026 - 09.01.2026 |
| TATNP | 35% | 77% | 08.01.2026 - 09.01.2026 |
| OZPH | 35% | 77% | 09.01.2026 - 12.01.2026 |
| LKOH | 35% | 77% | 09.01.2026 - 12.01.2026 |
| MVID | 35% | 77% | 09.01.2026 - 12.01.2026 |
| ROSN | 35% | 77% | 09.01.2026 - 12.01.2026 |
| SVCB | 35% | 77% | 09.01.2026 - 12.01.2026 |
| RKKE | 35% | 77% | 09.01.2026 - 12.01.2026 |
| EUTR | 35% | 77% | 13.01.2026 - 14.01.2026 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| LKOH | 1.49 | 09.01.2026 - 12.01.2026 |
| Ticker | w | New value effective for |
|---|---|---|
| LKOH | 0.07 | 09.01.2026 - 12.01.2026 |