04.10.2022 14:36
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 | 25% | 43% | 31% | 49% | 38% | 56% | 07.10.2022 - 11.10.2022 |
| TATN | 25% | 31% | 31% | 37% | 38% | 44% | 07.10.2022 - 11.10.2022 |
| TATNP | 25% | 32% | 31% | 38% | 38% | 45% | 07.10.2022 - 11.10.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| POSI | 35% | 77% | 06.10.2022 - 10.10.2022 |
| GAZP | 35% | 77% | 07.10.2022 - 11.10.2022 |
| GMKN | 35% | 77% | 07.10.2022 - 11.10.2022 |
| TATN | 35% | 77% | 07.10.2022 - 11.10.2022 |
| TATNP | 35% | 77% | 07.10.2022 - 11.10.2022 |
| Ticker | w | New value effective for |
|---|---|---|
| GAZP | 0.05 | 07.10.2022 - 11.10.2022 |
| TATN | 0.07 | 07.10.2022 - 11.10.2022 |
| TATNP | 0.07 | 07.10.2022 - 11.10.2022 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| GAZP | 1.19 | 07.10.2022 - 11.10.2022 |
| TATN | 1.47 | 07.10.2022 - 11.10.2022 |
| TATNP | 1.50 | 07.10.2022 - 11.10.2022 |