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

Current value

New value

Current value

New value

MOEX

25%

30%

31%

36%

39%

44%

13.05.2020 - 15.05.2020

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

MOEX

35%

77%

13.05.2020 - 15.05.2020

SIBN

35%

77%

14.05.2020 - 18.05.2020