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 | ||
| GAZP | 14% | 18% | 20% | 24% | 27% | 31% | 13.07.2021 - 15.07.2021 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| AFKS | 35% | 77% | 13.07.2021 - 15.07.2021 |
| APA-RM | 35% | 77% | 20.07.2021 - 22.07.2021 |
| BANE | 35% | 77% | 12.07.2021 - 14.07.2021 |
| BANEP | 35% | 77% | 12.07.2021 - 14.07.2021 |
| GAZP | 35% | 77% | 13.07.2021 - 15.07.2021 |
| VTBR | 35% | 77% | 13.07.2021 - 15.07.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| GAZP | 1.60 | 13.07.2021 - 15.07.2021 |
| VTBR | 1.43 | 13.07.2021 - 15.07.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| GAZP | 0.07 | 13.07.2021 - 15.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| APA-RM | 0.2 | 0.2 | 16.07.2021 - 20.07.2021 |
