29.06.2023 18:06
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 | ||
| OGKB | 33% | 38% | 50% | 55% | 75% | 80% | 06.07.2023 - 10.07.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| SIBN | 35% | 77% | 06.07.2023 - 10.07.2023 |
| OGKB | 35% | 77% | 06.07.2023 - 10.07.2023 |
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