The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
GAZP
35%
77%
18.07.2017 - 20.07.2017
FEES
17.07.2017 - 19.07.2017
SNGS
SNGSP
Market Risk Rate of the first, second and third level - S_1(2,3)_min
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)
14%
20%
18%
24%
25%
31%
Ratio of the Risk Assessment Range to the Price Range (x_pr)
2
1.6
