24.05.2021 19:08

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
CHMF 14% 18% 20% 24% 27% 31% 28.05.2021 - 01.06.2021
GMKN 14% 17% 20% 23% 27% 30% 28.05.2021 - 01.06.2021

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker Current value New value New value effective for
AFKS 35% 77% 28.05.2021 - 01.06.2021
CHMF 35% 77% 28.05.2021 - 01.06.2021
GAZP 35% 77% 27.05.2021 - 31.05.2021
GMKN 35% 77% 28.05.2021 - 01.06.2021
HAL-RM 35% 77% 28.05.2021 - 02.06.2021
HD-RM 35% 77% 01.06.2021 - 03.06.2021
LUMN-RM 35% 77% 27.05.2021 - 01.06.2021
MSNG 35% 77% 26.05.2021 - 28.05.2021
MSRS 35% 77% 28.05.2021 - 01.06.2021
MTSS 35% 77% 28.05.2021 - 01.06.2021
NEE-RM 35% 77% 28.05.2021 - 02.06.2021
NLOK-RM 35% 77% 07.06.2021 - 09.06.2021
TATN 35% 77% 28.05.2021 - 01.06.2021

 

Ticker x_pr New value effective for
CHMF 1.54 28.05.2021 - 01.06.2021
GMKN 1.58 28.05.2021 - 01.06.2021

 

Ticker w New value effective for
CHMF 0.07 28.05.2021 - 01.06.2021
GMKN 0.08 28.05.2021 - 01.06.2021

 

Ticker Rcl_max Rch_max New value effective for
HAL-RM 0.2 0.2 25.05.2021 - 28.05.2021
HD-RM 0.2 0.2 25.05.2021 - 01.06.2021
LUMN-RM 0.2 0.2 25.05.2021 - 27.05.2021
NEE-RM 0.2 0.2 25.05.2021 - 28.05.2021
NLOK-RM 0.2 0.2 28.05.2021 - 07.06.2021
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