11.07.2024 12:46

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
SNGSP 20% 36% 26% 42% 33% 49% 17.07.2024 - 18.07.2024
TRNFP 25% 34% 31% 40% 38% 47% 17.07.2024 - 18.07.2024
FLOT 33% 40% 39% 46% 46% 53% 18.07.2024 - 20.07.2024

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
SGZH 35% 77% 17.07.2024 - 18.07.2024
SNGS 35% 77% 17.07.2024 - 18.07.2024
SNGSP 35% 77% 17.07.2024 - 18.07.2024
TRNFP 35% 77% 17.07.2024 - 18.07.2024
FLOT 35% 77% 17.07.2024 - 18.07.2024

 

Ticker x_pr New value effective for
SNGSP 1.20 17.07.2024 - 18.07.2024
TRNFP 1.37 17.07.2024 - 18.07.2024

 

Ticker w New value effective for
SNGSP 0.05 17.07.2024 - 18.07.2024
TRNFP 0.07 17.07.2024 - 18.07.2024
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