The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
SIBN
35%
77%
22.06.2018 - 26.06.2018
SBER
SBERP
Market Risk Rate of the first, second, third level - S_1(2,3)_min and x_pr:
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)
17%
22%
21%
28%
18%
23%
41%
49%
78%
21.06.2018 - 25.06.2020
Current value X_PR
New value X_PR
2
1.5
