05.05.2026 17:39
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 | ||
| BSPB | 25% | 31% | 31% | 37% | 75% | 81% | 11.05.2026 - 12.05.2026 |
| HEAD | 25% | 31% | 31% | 37% | 50% | 56% | 11.05.2026 - 12.05.2026 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MRKZ | 35% | 77% | 07.05.2026 - 08.05.2026 |
| BSPB | 35% | 77% | 11.05.2026 - 12.05.2026 |
| T | 35% | 77% | 11.05.2026 - 12.05.2026 |
| HEAD | 35% | 77% | 11.05.2026 - 12.05.2026 |
| Ticker | x_pr | New value effective for |
| HEAD | 1.51 | 11.05.2026 - 12.05.2026 |
| Ticker | w | New value effective for |
| HEAD | 0.07 | 11.05.2026 - 12.05.2026 |