03.10.2023 16:03
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 | 30% | 30% | 36% | 36% | 43% | 43% | 09.10.2023 - 10.10.2023 |
| TATN | 20% | 23% | 26% | 29% | 33% | 36% | 10.10.2023 - 11.10.2023 |
| TATNP | 25% | 28% | 31% | 34% | 38% | 41% | 10.10.2023 - 11.10.2023 |
| PHOR | 20% | 20% | 26% | 26% | 33% | 33% | 10.10.2023 - 11.10.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| NVTK | 35% | 77% | 09.10.2023 - 10.10.2023 |
| RENI | 35% | 77% | 09.10.2023 - 10.10.2023 |
| TATN | 35% | 77% | 10.10.2023 - 11.10.2023 |
| TATNP | 35% | 77% | 10.10.2023 - 11.10.2023 |
| PHOR | 35% | 77% | 10.10.2023 - 11.10.2023 |
| PHOR | 35% | 77% | 10.10.2023 - 11.10.2023 |