07.07.2021 18:40
Risk Parameters Change for the Securities
The following risk parameters will be changed:
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 | ||
GAZP | 14% | 18% | 20% | 24% | 27% | 31% | 13.07.2021 - 15.07.2021 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
AFKS | 35% | 77% | 13.07.2021 - 15.07.2021 |
APA-RM | 35% | 77% | 20.07.2021 - 22.07.2021 |
BANE | 35% | 77% | 12.07.2021 - 14.07.2021 |
BANEP | 35% | 77% | 12.07.2021 - 14.07.2021 |
GAZP | 35% | 77% | 13.07.2021 - 15.07.2021 |
VTBR | 35% | 77% | 13.07.2021 - 15.07.2021 |
Ticker | x_pr | New value effective for |
---|---|---|
GAZP | 1.60 | 13.07.2021 - 15.07.2021 |
VTBR | 1.43 | 13.07.2021 - 15.07.2021 |
Ticker | w | New value effective for |
---|---|---|
GAZP | 0.07 | 13.07.2021 - 15.07.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
APA-RM | 0.2 | 0.2 | 16.07.2021 - 20.07.2021 |
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