01.04.2026 11:40
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 | ||
| GCHE | 33% | 37% | 50% | 54% | 75% | 79% | 06.04.2026 - 07.04.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| BSPB | 35% | 77% | 02.04.2026 - 03.04.2026 |
| GCHE | 35% | 77% | 06.04.2026 - 07.04.2026 |