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News

08 July 2025

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
MOEX 17% 28% 23% 34% 30% 41% 09.07.2025 - 10.07.2025
VTBR 17% 39% 23% 45% 30% 52% 10.07.2025 - 11.07.2025
BANE 33% 38% 39% 44% 46% 51% 11.07.2025 - 14.07.2025
BANEP 33% 42% 39% 48% 46% 55% 11.07.2025 - 14.07.2025

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
ASTR 35% 77% 09.07.2025 - 10.07.2025
MOEX 35% 77% 09.07.2025 - 10.07.2025
SOFL 35% 77% 10.07.2025 - 11.07.2025
VTBR 35% 77% 10.07.2025 - 11.07.2025
MBNK 35% 77% 10.07.2025 - 11.07.2025
BANE 35% 77% 11.07.2025 - 14.07.2025
BANEP 35% 77% 11.07.2025 - 14.07.2025
NMTP 35% 77% 11.07.2025 - 14.07.2025
T 35% 77% 11.07.2025 - 14.07.2025
ELMT 35% 77% 11.07.2025 - 14.07.2025
RENI 35% 77% 14.07.2025 - 15.07.2025

 

Ticker x_pr New value effective for
MOEX 1.27 09.07.2025 - 10.07.2025
VTBR 1.12 10.07.2025 - 11.07.2025
BANEP 1.42 11.07.2025 - 14.07.2025

 

Ticker w New value effective for
MOEX 0.05 09.07.2025 - 10.07.2025
VTBR 0.03 10.07.2025 - 11.07.2025
BANEP 0.07 11.07.2025 - 14.07.2025