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%
41%
49%
55%
78%
84%
07.07.2020 - 09.07.2020
LKOH
17%
22%
21%
26%
28%
33%
08.07.2020 - 10.07.2020
MSNG
39%
53%
82%
06.07.2020 - 08.07.2020
MTSS
23%
34%
OGKB
TGKA
42%
56%
85%
03.07.2020 - 07.07.2020
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
DSKY
77%
KZOS
NKNC
