14.07.2022 17:20
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 | ||
RTKM | 30% | 35% | 36% | 41% | 43% | 48% | 18.07.2022 - 20.07.2022 |
SNGSP | 30% | 40% | 36% | 46% | 43% | 53% | 18.07.2022 - 20.07.2022 |
TRNFP | 30% | 36% | 36% | 42% | 43% | 49% | 18.07.2022 - 20.07.2022 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
MVID | 35% | 77% | 18.07.2022 - 20.07.2022 |
RTKM | 35% | 77% | 18.07.2022 - 20.07.2022 |
RTKMP | 35% | 77% | 18.07.2022 - 20.07.2022 |
AFKS | 35% | 77% | 18.07.2022 - 20.07.2022 |
SNGS | 35% | 77% | 18.07.2022 - 20.07.2022 |
SNGSP | 35% | 77% | 18.07.2022 - 20.07.2022 |
TRNFP | 35% | 77% | 18.07.2022 - 20.07.2022 |
ENRU | 35% | 77% | 18.07.2022 - 20.07.2022 |
Ticker | w | New value effective for |
---|---|---|
SNGSP | 0.07 | 18.07.2022 - 20.07.2022 |
Ticker | x_pr | New value effective for |
---|---|---|
SNGSP | 1.40 | 18.07.2022 - 20.07.2022 |