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05 January 2026
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
LKOH
20%
25%
26%
31%
33%
38%
09.01.2026 - 12.01.2026
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
GEMC
35%
77%
08.01.2026 - 09.01.2026
TATN
35%
77%
08.01.2026 - 09.01.2026
TATNP
35%
77%
08.01.2026 - 09.01.2026
OZPH
35%
77%
09.01.2026 - 12.01.2026
LKOH
35%
77%
09.01.2026 - 12.01.2026
MVID
35%
77%
09.01.2026 - 12.01.2026
ROSN
35%
77%
09.01.2026 - 12.01.2026
SVCB
35%
77%
09.01.2026 - 12.01.2026
RKKE
35%
77%
09.01.2026 - 12.01.2026
EUTR
35%
77%
13.01.2026 - 14.01.2026
Ticker
x_pr
x_pr
New value effective for
LKOH
1.49
09.01.2026 - 12.01.2026
Ticker
w
w
New value effective for
LKOH
0.07
09.01.2026 - 12.01.2026
