22.08.2022 12:45

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
BSPB 40% 47% 57% 64% 82% 89% 25.08.2022 - 29.08.2022

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
TATN 35% 77% 24.08.2022 - 26.08.2022
BSPB 35% 77% 25.08.2022 - 29.08.2022
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