The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
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
ENRU
35%
43%
49%
57%
78%
86%
04.07.2019 - 08.07.2019
TATN
17%
20%
24%
27%
37%
40%
03.07.2019 - 05.07.2019
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
AFLT
77%
MSNG
RSTI
TATNP
URKA
x_pr
1.58
w
0.08
