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06 July 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
MOEX 17% 27% 23% 33% 30% 40% 08.07.2026 - 09.07.2026
BANE 33% 37% 39% 43% 46% 50% 10.07.2026 - 13.07.2026
BANEP 33% 39% 39% 45% 46% 52% 10.07.2026 - 13.07.2026
LSRG 33% 42% 50% 59% 75% 84% 10.07.2026 - 13.07.2026
NMTP 33% 42% 50% 59% 75% 84% 10.07.2026 - 13.07.2026
SVCB 17% 20% 34% 37% 59% 62% 10.07.2026 - 13.07.2026
MSNG 25% 36% 50% 61% 70% 81% 13.07.2026 - 14.07.2026
MDMG 25% 28% 31% 34% 75% 78% 13.07.2026 - 14.07.2026

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
SOFL 35% 77% 08.07.2026 - 09.07.2026
MOEX 35% 77% 08.07.2026 - 09.07.2026
ROSN 35% 77% 08.07.2026 - 09.07.2026
MBNK 35% 77% 09.07.2026 - 10.07.2026
BTBR 35% 77% 09.07.2026 - 10.07.2026
RAGR 35% 77% 09.07.2026 - 10.07.2026
RAGR 35% 77% 09.07.2026 - 10.07.2026
BANE 35% 77% 10.07.2026 - 13.07.2026
BANEP 35% 77% 10.07.2026 - 13.07.2026
LSRG 35% 77% 10.07.2026 - 13.07.2026
NMTP 35% 77% 10.07.2026 - 13.07.2026
PLZL 35% 77% 10.07.2026 - 13.07.2026
SVCB 35% 77% 10.07.2026 - 13.07.2026
MSNG 35% 77% 13.07.2026 - 14.07.2026
MDMG 35% 77% 13.07.2026 - 14.07.2026

 

Ticker x_pr New value effective for
MOEX 1.34 08.07.2026 - 09.07.2026
LSRG 1.42 10.07.2026 - 13.07.2026
NMTP 1.39 10.07.2026 - 13.07.2026
MSNG 1.33 13.07.2026 - 14.07.2026

 

Ticker w New value effective for
MOEX 0.06 08.07.2026 - 09.07.2026
LSRG 0.07 10.07.2026 - 13.07.2026
NMTP 0.07 10.07.2026 - 13.07.2026
MSNG 0.06 13.07.2026 - 14.07.2026