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30 May 2025 Risk Parameters Change for the Securities
The following risk parameters will be changed:
| 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 | ||
| TATN | 17% | 22% | 23% | 28% | 30% | 35% | 02.06.2025 |
| TATNP | 20% | 25% | 26% | 31% | 33% | 38% | 02.06.2025 |
| LKOH | 20% | 26% | 26% | 32% | 33% | 39% | 02.06.2025 - 03.06.2025 |
| LEAS | 20% | 24% | 55% | 59% | 75% | 79% | 05.06.2025 - 06.06.2025 |
| IRAO | 25% | 33% | 31% | 39% | 38% | 46% | 06.06.2025 - 09.06.2025 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| TATN | 35% | 77% | 02.06.2025 |
| TATNP | 35% | 77% | 02.06.2025 |
| HNFG | 35% | 77% | 02.06.2025 |
| CNRU | 35% | 77% | 02.06.2025 |
| ENPG | 35% | 77% | 02.06.2025 |
| IRKT | 35% | 77% | 02.06.2025 |
| X5 | 35% | 77% | 02.06.2025 - 03.06.2025 |
| LKOH | 35% | 77% | 02.06.2025 - 03.06.2025 |
| PIKK | 35% | 77% | 02.06.2025 - 03.06.2025 |
| RUAL | 35% | 77% | 02.06.2025 - 03.06.2025 |
| T | 35% | 77% | 02.06.2025 - 03.06.2025 |
| MBNK | 35% | 77% | 03.06.2025 - 04.06.2025 |
| VTBR | 35% | 77% | 04.06.2025 - 05.06.2025 |
| ROSN | 35% | 77% | 04.06.2025 - 05.06.2025 |
| SBER | 35% | 77% | 04.06.2025 - 05.06.2025 |
| DATA | 35% | 77% | 05.06.2025 - 06.06.2025 |
| DATA | 35% | 77% | 05.06.2025 - 06.06.2025 |
| RAGR | 35% | 77% | 05.06.2025 - 06.06.2025 |
| LEAS | 35% | 77% | 05.06.2025 - 06.06.2025 |
| AKRN | 35% | 77% | 06.06.2025 - 09.06.2025 |
| IRAO | 35% | 77% | 06.06.2025 - 09.06.2025 |
| BELU | 35% | 77% | 06.06.2025 - 09.06.2025 |
| PHOR | 35% | 77% | 06.06.2025 - 09.06.2025 |
| SFIN | 35% | 77% | 06.06.2025 - 09.06.2025 |
| ABRD | 35% | 77% | 02.06.2025 |
| VSMO | 35% | 77% | 02.06.2025 |
| GAZP | 35% | 77% | 02.06.2025 |
| SIBN | 35% | 77% | 02.06.2025 |
| EUTR | 35% | 77% | 02.06.2025 |
| LENT | 35% | 77% | 02.06.2025 |
| MGNT | 35% | 77% | 02.06.2025 |
| FEES | 35% | 77% | 02.06.2025 |
| SGZH | 35% | 77% | 02.06.2025 |
| SVCB | 35% | 77% | 02.06.2025 |
| UNAC | 35% | 77% | 02.06.2025 - 03.06.2025 |
| GECO | 35% | 77% | 02.06.2025 - 03.06.2025 |
| DIAS | 35% | 77% | 02.06.2025 - 03.06.2025 |
| APTK | 35% | 77% | 02.06.2025 - 03.06.2025 |
| GMKN | 35% | 77% | 02.06.2025 - 03.06.2025 |
| AQUA | 35% | 77% | 02.06.2025 - 03.06.2025 |
| KMAZ | 35% | 77% | 02.06.2025 - 03.06.2025 |
| MGKL | 35% | 77% | 02.06.2025 - 03.06.2025 |
| CBOM | 35% | 77% | 02.06.2025 - 03.06.2025 |
| NMTP | 35% | 77% | 02.06.2025 - 03.06.2025 |
| RENI | 35% | 77% | 02.06.2025 - 03.06.2025 |
| RNFT | 35% | 77% | 02.06.2025 - 03.06.2025 |
| AFKS | 35% | 77% | 02.06.2025 - 03.06.2025 |
| ASTR | 35% | 77% | 03.06.2025 - 04.06.2025 |
| MTLR | 35% | 77% | 03.06.2025 - 04.06.2025 |
| IVAT | 35% | 77% | 04.06.2025 - 05.06.2025 |
| OZPH | 35% | 77% | 04.06.2025 - 05.06.2025 |
| SOFL | 35% | 77% | 04.06.2025 - 05.06.2025 |
| BANE | 35% | 77% | 04.06.2025 - 05.06.2025 |
| MSTT | 35% | 77% | 04.06.2025 - 05.06.2025 |
| NLMK | 35% | 77% | 04.06.2025 - 05.06.2025 |
| AFLT | 35% | 77% | 05.06.2025 - 06.06.2025 |
| UPRO | 35% | 77% | 05.06.2025 - 06.06.2025 |
| FLOT | 35% | 77% | 05.06.2025 - 06.06.2025 |
| IRAO | 35% | 77% | 06.06.2025 - 09.06.2025 |
| MGKL | 35% | 77% | 06.06.2025 - 09.06.2025 |
| Ticker | x_pr | New value effective for |
| TATN | 1.49 | 02.06.2025 |
| TATNP | 1.52 | 02.06.2025 |
| LKOH | 1.44 | 02.06.2025 - 03.06.2025 |
| IRAO | 1.46 | 06.06.2025 - 09.06.2025 |
| PHOR | 1.52 | 06.06.2025 - 09.06.2025 |
| Ticker | w | New value effective for |
| TATN | 0.07 | 02.06.2025 |
| TATNP | 0.08 | 02.06.2025 |
| LKOH | 0.07 | 02.06.2025 - 03.06.2025 |
| IRAO | 0.07 | 06.06.2025 - 09.06.2025 |