04.10.2024 14:55
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 | ||
| NVTK | 25% | 28% | 31% | 34% | 38% | 41% | 10.10.2024 - 11.10.2024 |
| SIBN | 17% | 23% | 23% | 29% | 30% | 36% | 11.10.2024 - 14.10.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| BELU | 35% | 77% | 10.10.2024 - 11.10.2024 |
| NVTK | 35% | 77% | 10.10.2024 - 11.10.2024 |
| SELG | 35% | 77% | 10.10.2024 - 11.10.2024 |
| SIBN | 35% | 77% | 11.10.2024 - 14.10.2024 |
| TCSG | 35% | 77% | 11.10.2024 - 14.10.2024 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| SIBN | 1.44 | 11.10.2024 - 14.10.2024 |
| Ticker | w | New value effective for |
|---|---|---|
| SIBN | 0.07 | 11.10.2024 - 14.10.2024 |