30.08.2021 12:07

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
NLMK 14% 19% 20% 25% 27% 32% 03.09.2021 - 07.09.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
GILD-RM 35% 77% 13.09.2021 - 15.09.2021
KO-RM 35% 77% 13.09.2021 - 15.09.2021
M-RM 35% 77% 13.09.2021 - 15.09.2021
MRK-RM 35% 77% 13.09.2021 - 15.09.2021
NLMK 35% 77% 03.09.2021 - 07.09.2021
NVTK 35% 77% 03.09.2021 - 07.09.2021
QIWI 35% 77% 03.09.2021 - 07.09.2021
TMO-RM 35% 77% 13.09.2021 - 15.09.2021
VIAC-RM 35% 77% 13.09.2021 - 15.09.2021

 

Ticker x_pr New value effective for
NLMK 1.51 03.09.2021 - 07.09.2021

 

Ticker w New value effective for
NLMK 0.07 03.09.2021 - 07.09.2021

 

Ticker Rcl_max Rch_max New value effective for
GILD-RM 0.2 0.2 09.09.2021 - 13.09.2021
KO-RM 0.2 0.2 09.09.2021 - 13.09.2021
M-RM 0.2 0.2 09.09.2021 - 13.09.2021
MRK-RM 0.2 0.2 09.09.2021 - 13.09.2021
TMO-RM 0.2 0.2 09.09.2021 - 13.09.2021
VIAC-RM 0.2 0.2 09.09.2021 - 13.09.2021
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