25.09.2019 22:18
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
| 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 | ||
| TATN | 17% | 22% | 24% | 29% | 37% | 42% | 25.09.2019 - 27.09.2019 |
| TATNP | 35% | 39% | 49% | 53% | 78% | 82% | 25.09.2019 - 27.09.2019 |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| TATN | 35% | 77% | 25.09.2019 - 27.09.2019 |
| TATNP | 35% | 77% | 25.09.2019 - 27.09.2019 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| TATN | 1.57 | 25.09.2019 - 27.09.2019 |
| Ticker | w | New value effective for |
|---|---|---|
| TATN | 0.07 | 25.09.2019 - 27.09.2019 |