The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| GAZP | 35% | 77% | 18.07.2017 - 20.07.2017 |
| FEES | 35% | 77% | 17.07.2017 - 19.07.2017 |
| SNGS | 35% | 77% | 17.07.2017 - 19.07.2017 |
| SNGSP | 35% | 77% | 17.07.2017 - 19.07.2017 |
Market Risk Rate of the first, second and third level - S_1(2,3)_min
| Ticker |
Minimum Initial Margin for |
Minimum Initial Margin for |
Minimum Initial Margin for | New value effective for | ||||
|---|---|---|---|---|---|---|---|---|
| Current value | New value | Current value | New value | Current value | New value | |||
| GAZP | 14% | 20% | 18% | 24% | 25% | 31% | 18.07.2017 - 20.07.2017 | |
Ratio of the Risk Assessment Range to the Price Range (x_pr)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| GAZP | 2 | 1.6 | 18.07.2017 - 20.07.2017 |
