30.03.2023 12:19
Risk Parameters Change for the Securities
According to clarifying previously published news https://www.moex.com/n55331/?nt=200, 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 | ||
| PHOR | 20% | 25% | 26% | 31% | 33% | 38% | 31.03.2023 – 04.04.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| PHOR | 35% | 77% | 31.03.2023 – 04.04.2023 |
| Ticker | x_pr | New value effective for |
| PHOR | 1.53 | 31.03.2023 – 04.04.2023 |
| Ticker | w | New value effective for |
| PHOR | 0.08 | 31.03.2023 – 04.04.2023 |