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28 May 2018 Risk Parameters Change for the Securities
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% |
31.05.2018 - 04.06.2018 |
|
AFKS |
35% |
77% |
01.06.2018 - 05.06.2018 |
|
SNGS |
35% |
77% |
31.05.2018 - 04.06.2018 |
|
VTBR |
35% |
77% |
31.05.2018 - 04.06.2018 |
|
BANE |
35% |
77% |
30.05.2018 - 01.06.2018 |
|
URKA |
35% |
77% |
31.05.2018 - 04.06.2018 |
|
RSTI |
35% |
77% |
31.05.2018 - 04.06.2018 |
|
MFON |
35% |
77% |
31.05.2018 - 04.06.2018 |
|
FEES |
35% |
77% |
31.05.2018 - 04.06.2018 |
Market Risk Rate of the first, second and third level - S_1(2,3)_min and x_pr:
|
Ticker |
Minimum Initial Margin for |
Minimum Initial Margin for |
Minimum Initial Margin for |
New value effective for |
|||
|
Current value |
New value |
Current value |
New value |
Current value |
New value |
||
|
VTBR |
17% |
22% |
21% |
22% |
28% |
22% |
31.05.2018 - 04.06.2018 |
|
Ticker |
Current value X_PR |
New value X_PR |
New value effective for |
|
VTBR |
2 |
1.5 |
31.05.2018 - 04.06.2018 |