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As per the Securities market risk parameters methodology, on 20.11.2019, 13-40 (MSK) the lower bound of the REPO rate (up to -35.77 %) and IR Risk Rate (up to -0.738 rub) for the security DSKY were changed. New values are available here
As per the Securities market risk parameters methodology, on 19.11.2019, 15-38 (MSK) the lower bound of the REPO rate (up to -46.12 %) and IR Risk Rate (up to -0.92 rub) for the security DSKY were changed. New values are available here
As per the Securities market risk parameters methodology, on 19.11.2019, 14-38 (MSK) the lower bound of the REPO rate (up to -82.3 %) and IR Risk Rate (up to -0.233 rub) for the security DSKY were changed. New values are available here

New bonds will be accepted to margin trading starting from 20.11.2019. From this date on, the following risk parameters will be applied:

 

 

Ticker

Minimum Initial Margin for the Market Risk, %

Concentration Limit, # of securities

Level 1, S_1_min

Level 2, S_2_min

Level 3, S_3_min

Level 1

Level 2

        1  

 XS2010043656

100%

100%

100%

               2 000  

                2 001  

As per the Securities market risk parameters methodology, on 19.11.2019, 13-53 (MSK) the lower bound of the REPO rate (up to -35.79 %) and IR Risk Rate (up to -0.717 rub) for the security DSKY were changed. New values are available here