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05 June 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
IRAO
25%
32%
31%
38%
38%
45%
08.06.2026 - 09.06.2026
DATA
33%
37%
50%
54%
75%
79%
09.06.2026 - 10.06.2026
SVAV
33%
37%
50%
54%
75%
79%
10.06.2026 - 11.06.2026
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
VSMO
35%
77%
08.06.2026
LSRG
35%
77%
08.06.2026
MTLR
35%
77%
08.06.2026
PLZL
35%
77%
08.06.2026
RTKM
35%
77%
08.06.2026
HNFG
35%
77%
08.06.2026
IRAO
35%
77%
08.06.2026 - 09.06.2026
DATA
35%
77%
09.06.2026 - 10.06.2026
SVAV
35%
77%
10.06.2026 - 11.06.2026
Ticker
x, pr
x
_
pr
New value effective for
IRAO
1.42
08.06.2026 - 09.06.2026
Ticker
w
w
New value effective for
IRAO
0.07
08.06.2026 - 09.06.2026
