28.05.2021 19:40
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 | ||
| BSPB | 33% | 37% | 50% | 54% | 75% | 79% | 03.06.2021 - 07.06.2021 |
| IRAO | 16% | 19% | 22% | 25% | 29% | 32% | 03.06.2021 - 07.06.2021 |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
| APTK | 35% | 77% | 02.06.2021 - 04.06.2021 |
| BSPB | 35% | 77% | 03.06.2021 - 07.06.2021 |
| ECL-RM | 35% | 77% | 10.06.2021 - 15.06.2021 |
| FEES | 35% | 77% | 02.06.2021 - 04.06.2021 |
| GILD-RM | 35% | 77% | 10.06.2021 - 15.06.2021 |
| IRAO | 35% | 77% | 03.06.2021 - 07.06.2021 |
| KO-RM | 35% | 77% | 10.06.2021 - 15.06.2021 |
| PHOR | 35% | 77% | 03.06.2021 - 07.06.2021 |
| PLZL | 35% | 77% | 03.06.2021 - 07.06.2021 |
| RASP | 35% | 77% | 03.06.2021 - 07.06.2021 |
| RSTI | 35% | 77% | 02.06.2021 - 04.06.2021 |
| RTKM | 35% | 77% | 02.06.2021 - 04.06.2021 |
| TMO-RM | 35% | 77% | 10.06.2021 - 15.06.2021 |
| BAC-RM | 35% | 77% | 02.06.2021 - 04.06.2021 |
| BLK-RM | 35% | 77% | 02.06.2021 - 04.06.2021 |
| MOS-RM | 35% | 77% | 01.06.2021 - 03.06.2021 |
| Ticker | x_pr | New value effective for |
| IRAO | 1.64 | 03.06.2021 - 07.06.2021 |
| PLZL | 1.49 | 03.06.2021 - 07.06.2021 |
| Ticker | w | New value effective for |
| IRAO | 0.08 | 03.06.2021 - 07.06.2021 |
| PLZL | 0.10 | 03.06.2021 - 07.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
| ECL-RM | 0.2 | 0.2 | 03.06.2021 - 10.06.2021 |
| GILD-RM | 0.2 | 0.2 | 03.06.2021 - 10.06.2021 |
| KO-RM | 0.2 | 0.2 | 03.06.2021 - 10.06.2021 |
| TMO-RM | 0.2 | 0.2 | 03.06.2021 - 10.06.2021 |
| BAC-RM | 0.2 | 0.2 | 01.06.2021 - 02.06.2021 |
| BLK-RM | 0.2 | 0.2 | 01.06.2021 - 02.06.2021 |
| MOS-RM | 0.2 | 0.2 | 01.06.2021 - 01.06.2021 |