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
SBER
17%
24%
21%
28%
35%
01.10.2020 - 05.10.2020
SBERP
20%
27%
34%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
HHRU
77%
29.09.2020 - 01.10.2020
VTBR
x_pr
1.44
1.41
w
0.07
