27.06.2018 22:07
Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| AFLT | 35% | 77% | 04.07.2018 - 06.07.2018 |
| RTKM | 35% | 77% | 06.07.2018 - 08.07.2018 |
| RTKMP | 35% | 77% | 06.07.2018 - 08.07.2018 |
| TATN | 35% | 77% | 04.07.2018 - 06.07.2018 |
| TATNP | 35% | 77% | 04.07.2018 - 06.07.2018 |
Market Risk Rate of the first, second and third level - S_1(2,3)_min
| Ticker |
Minimum Initial Margin for |
Minimum Initial Margin for |
Minimum Initial Margin for |
New value effective for | |||
|---|---|---|---|---|---|---|---|
| Current value | New value | Current value | New value | Current value | New value | ||
| AFLT | 17% | 26% | 23% | 32% | 34% | 43% | 04.07.2018 - 06.07.2018 |
| RTKM | 23% | 28% | 33% | 38% | 45% | 50% | 06.07.2018 - 08.07.2018 |
| Ticker | Current value X_PR | New value X_PR | New value effective for |
|---|---|---|---|
| AFLT | 2 | 1.6 | 04.07.2018 - 06.07.2018 |