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
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
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)

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