Risk Parameters Change for the Securities
Learn more about the product
08.07.2025 17:58
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% | 28% | 23% | 34% | 30% | 41% | 09.07.2025 - 10.07.2025 |
| VTBR | 17% | 39% | 23% | 45% | 30% | 52% | 10.07.2025 - 11.07.2025 |
| BANE | 33% | 38% | 39% | 44% | 46% | 51% | 11.07.2025 - 14.07.2025 |
| BANEP | 33% | 42% | 39% | 48% | 46% | 55% | 11.07.2025 - 14.07.2025 |
| Ticker | IR risk (downward scenario) - SEC Δ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| ASTR | 35% | 77% | 09.07.2025 - 10.07.2025 |
| MOEX | 35% | 77% | 09.07.2025 - 10.07.2025 |
| SOFL | 35% | 77% | 10.07.2025 - 11.07.2025 |
| VTBR | 35% | 77% | 10.07.2025 - 11.07.2025 |
| MBNK | 35% | 77% | 10.07.2025 - 11.07.2025 |
| BANE | 35% | 77% | 11.07.2025 - 14.07.2025 |
| BANEP | 35% | 77% | 11.07.2025 - 14.07.2025 |
| NMTP | 35% | 77% | 11.07.2025 - 14.07.2025 |
| T | 35% | 77% | 11.07.2025 - 14.07.2025 |
| ELMT | 35% | 77% | 11.07.2025 - 14.07.2025 |
| RENI | 35% | 77% | 14.07.2025 - 15.07.2025 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MOEX | 1.27 | 09.07.2025 - 10.07.2025 |
| VTBR | 1.12 | 10.07.2025 - 11.07.2025 |
| BANEP | 1.42 | 11.07.2025 - 14.07.2025 |
| Ticker | w | New value effective for |
|---|---|---|
| MOEX | 0.05 | 09.07.2025 - 10.07.2025 |
| VTBR | 0.03 | 10.07.2025 - 11.07.2025 |
| BANEP | 0.07 | 11.07.2025 - 14.07.2025 |
moex
