06.05.2024 12:53
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 | ||
LKOH | 25% | 30% | 31% | 36% | 38% | 43% | 07.05.2024 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
LKOH | 35% | 77% | 07.05.2024 |
MAGN | 35% | 77% | 07.05.2024 |
ABIO | 35% | 77% | 08.05.2024 - 10.05.2024 |
BELU | 35% | 77% | 10.05.2024 - 13.05.2024 |
CHMF | 35% | 77% | 10.05.2024 - 13.05.2024 |
SELG | 35% | 77% | 10.05.2024 - 13.05.2024 |
VTBR | 35% | 77% | 13.05.2024 - 14.05.2024 |