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28.04.2026 15:29

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% 24% 26% 30% 33% 37% 30.04.2026 - 04.05.2026

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
TGKN 35% 77% 29.04.2026 - 30.04.2026
DATA 35% 77% 30.04.2026 - 04.05.2026
GECO 35% 77% 30.04.2026 - 04.05.2026
IRAO 35% 77% 30.04.2026 - 04.05.2026
LKOH 35% 77% 30.04.2026 - 04.05.2026
MAGN 35% 77% 30.04.2026 - 04.05.2026
NLMK 35% 77% 30.04.2026 - 04.05.2026
ROLO 35% 77% 30.04.2026 - 04.05.2026
CHMF 35% 77% 30.04.2026 - 04.05.2026
SVAV 35% 77% 04.05.2026 - 05.05.2026
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