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18 May 2026

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
FIXR 33% 44% 50% 61% 75% 86% 19.05.2026

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
CNRU 35% 77% 19.05.2026
FIXR 35% 77% 19.05.2026
MRKP 35% 77% 21.05.2026 - 22.05.2026
RASP 35% 77% 21.05.2026 - 22.05.2026
MRKU 35% 77% 21.05.2026 - 22.05.2026
ZAYM 35% 77% 21.05.2026 - 22.05.2026
OGKB 35% 77% 21.05.2026 - 22.05.2026
MRKC 35% 77% 21.05.2026 - 22.05.2026
MRKV 35% 77% 21.05.2026 - 22.05.2026
UGLD 35% 77% 21.05.2026 - 22.05.2026
BELU 35% 77% 22.05.2026 - 25.05.2026
T 35% 77% 22.05.2026 - 25.05.2026
MVID 35% 77% 25.05.2026 - 26.05.2026
OZON 35% 77% 25.05.2026 - 26.05.2026

 

Ticker w x_pr New value effective for
FIXR 0.06 1.32 19.05.2026