mssect52mssect

What's new


05.10.18


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

NLMK

35%

77%

10.10.2018 - 12.10.2018

PHOR

35%

77%

10.10.2018 - 12.10.2018

VSMO

35%

77%

10.10.2018 - 12.10.2018

TATN

35%

77%

10.10.2018 - 12.10.2018

TATNP

35%

77%

10.10.2018 - 12.10.2018

 

Market Risk Rate of the first, second and third level - S_1(2,3)_min and x_pr

 

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

NLMK

17%

20%

24%

27%

38%

41%

10.10.2018 - 12.10.2018

TATN

17%

20%

24%

27%

37%

40%

10.10.2018 - 12.10.2018

 

 

Ticker

x_pr

New value effective for

TATN

1.6

10.10.2018 - 12.10.2018