01.07.2024 13:00
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 | ||
| ROSN | 25% | 29% | 31% | 35% | 38% | 42% | 08.07.2024 - 09.07.2024 |
| TATN | 20% | 23% | 45% | 48% | 55% | 58% | 08.07.2024 - 09.07.2024 |
| TATNP | 25% | 28% | 45% | 48% | 55% | 58% | 08.07.2024 - 09.07.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| MSNG | 35% | 77% | 08.07.2024 - 09.07.2024 |
| DIAS | 35% | 77% | 08.07.2024 - 09.07.2024 |
| ASTR | 35% | 77% | 08.07.2024 - 09.07.2024 |
| EUTR | 35% | 77% | 08.07.2024 - 09.07.2024 |
| EUTR | 35% | 77% | 08.07.2024 - 09.07.2024 |
| NKNCP | 35% | 77% | 08.07.2024 - 09.07.2024 |
| ROSN | 35% | 77% | 08.07.2024 - 09.07.2024 |
| TATN | 35% | 77% | 08.07.2024 - 09.07.2024 |
| TATNP | 35% | 77% | 08.07.2024 - 09.07.2024 |