02.05.2023 14:57
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% | 05.05.2023 - 10.05.2023 |
| SBER | 20% | 28% | 26% | 34% | 33% | 41% | 08.05.2023 - 11.05.2023 |
| SBERP | 20% | 28% | 26% | 34% | 33% | 41% | 08.05.2023 - 11.05.2023 |
| Ticker | IR risk (downward scenario) – SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| UPRO | 35% | 77% | 03.05.2023 - 05.05.2023 |
| BSPB | 35% | 77% | 05.05.2023 - 10.05.2023 |
| SBER | 35% | 77% | 08.05.2023 - 11.05.2023 |
| SBERP | 35% | 77% | 08.05.2023 - 11.05.2023 |
| Ticker | w | New value effective for |
| SBER | 0.06 | 08.05.2023 - 11.05.2023 |
| SBERP | 0.06 | 08.05.2023 - 11.05.2023 |
| Ticker | x_pr | New value effective for |
| SBER | 1.37 | 08.05.2023 - 11.05.2023 |
| SBERP | 1.37 | 08.05.2023 - 11.05.2023 |
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