04.07.2023 13:28
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 | ||
HYDR | 25% | 29% | 31% | 35% | 38% | 42% | 07.07.2023 - 11.07.2023 |
TATN | 20% | 24% | 26% | 30% | 33% | 37% | 07.07.2023 - 11.07.2023 |
TATNP | 25% | 29% | 31% | 35% | 38% | 42% | 07.07.2023 - 11.07.2023 |
PHOR | 20% | 23% | 26% | 29% | 33% | 36% | 07.07.2023 - 11.07.2023 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
Current value | New value | ||
ROSN | 35% | 77% | 07.07.2023 - 11.07.2023 |
HYDR | 35% | 77% | 07.07.2023 - 11.07.2023 |
TATN | 35% | 77% | 07.07.2023 - 11.07.2023 |
TATNP | 35% | 77% | 07.07.2023 - 11.07.2023 |
PHOR | 35% | 77% | 07.07.2023 - 11.07.2023 |
Ticker | x_pr | New value effective for |
TATN | 1.55 | 07.07.2023 - 11.07.2023 |
Ticker | w | New value effective for |
TATN | 0.08 | 07.07.2023 - 11.07.2023 |