04.10.2021 19:22
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 | ||
| MTSS | 14% | 17% | 20% | 23% | 27% | 30% | 08.10.2021 - 12.10.2021 |
| TATN | 14% | 17% | 20% | 23% | 27% | 30% | 08.10.2021 - 12.10.2021 |
| TATNP | 17% | 20% | 23% | 26% | 30% | 33% | 08.10.2021 - 12.10.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| LOW-RM | 35% | 77% | 18.10.2021 - 20.10.2021 |
| MTSS | 35% | 77% | 08.10.2021 - 12.10.2021 |
| TATN | 35% | 77% | 08.10.2021 - 12.10.2021 |
| TATNP | 35% | 77% | 08.10.2021 - 12.10.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MTSS | 1.66 | 08.10.2021 - 12.10.2021 |
| TATN | 1.68 | 08.10.2021 - 12.10.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MTSS | 0.08 | 08.10.2021 - 12.10.2021 |
| TATN | 0.08 | 08.10.2021 - 12.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| LOW-RM | 0.2 | 0.2 | 14.10.2021 - 18.10.2021 |