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10 July 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
FLOT
20%
25%
26%
31%
50%
55%
15.07.2026 - 16.07.2026
SNGS
20%
24%
26%
30%
33%
37%
15.07.2026 - 16.07.2026
AFLT
25%
36%
31%
42%
38%
49%
16.07.2026 - 17.07.2026
VTBR
17%
29%
23%
35%
30%
42%
17.07.2026 - 20.07.2026
DOMRF
25%
34%
31%
40%
38%
47%
17.07.2026 - 20.07.2026
RTKM
17%
22%
23%
28%
30%
35%
17.07.2026 - 20.07.2026
RTKMP
25%
30%
31%
36%
38%
43%
17.07.2026 - 20.07.2026
SBER
17%
28%
23%
34%
30%
41%
17.07.2026 - 20.07.2026
SBERP
17%
28%
23%
34%
30%
41%
17.07.2026 - 20.07.2026
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
T
35%
77%
14.07.2026 - 15.07.2026
TATN
35%
77%
14.07.2026 - 15.07.2026
TATNP
35%
77%
14.07.2026 - 15.07.2026
FLOT
35%
77%
15.07.2026 - 16.07.2026
SNGS
35%
77%
15.07.2026 - 16.07.2026
SNGSP
35%
77%
15.07.2026 - 16.07.2026
AFLT
35%
77%
16.07.2026 - 17.07.2026
ABRD
35%
77%
16.07.2026 - 17.07.2026
VTBR
35%
77%
17.07.2026 - 20.07.2026
DOMRF
35%
77%
17.07.2026 - 20.07.2026
RTKM
35%
77%
17.07.2026 - 20.07.2026
RTKMP
35%
77%
17.07.2026 - 20.07.2026
SBER
35%
77%
17.07.2026 - 20.07.2026
SBERP
35%
77%
17.07.2026 - 20.07.2026
Ticker
x_pr
New value effective for
TATN
1.55
14.07.2026 - 15.07.2026
FLOT
1.49
15.07.2026 - 16.07.2026
SNGS
1.55
15.07.2026 - 16.07.2026
AFLT
1.36
16.07.2026 - 17.07.2026
VTBR
1.24
17.07.2026 - 20.07.2026
DOMRF
1.42
17.07.2026 - 20.07.2026
RTKM
1.46
17.07.2026 - 20.07.2026
SBER
1.32
17.07.2026 - 20.07.2026
SBERP
1.32
17.07.2026 - 20.07.2026
Ticker
w
w
New value effective for
FLOT
0.07
15.07.2026 - 16.07.2026
SNGS
0.08
15.07.2026 - 16.07.2026
AFLT
0.06
16.07.2026 - 17.07.2026
VTBR
0.05
17.07.2026 - 20.07.2026
DOMRF
0.07
17.07.2026 - 20.07.2026
RTKM
0.07
17.07.2026 - 20.07.2026
SBER
0.05
17.07.2026 - 20.07.2026
SBERP
0.05
17.07.2026 - 20.07.2026
