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14 July 2022

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
RTKM 30% 35% 36% 41% 43% 48% 18.07.2022 - 20.07.2022
SNGSP 30% 40% 36% 46% 43% 53% 18.07.2022 - 20.07.2022
TRNFP 30% 36% 36% 42% 43% 49% 18.07.2022 - 20.07.2022

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
MVID 35% 77% 18.07.2022 - 20.07.2022
RTKM 35% 77% 18.07.2022 - 20.07.2022
RTKMP 35% 77% 18.07.2022 - 20.07.2022
AFKS 35% 77% 18.07.2022 - 20.07.2022
SNGS 35% 77% 18.07.2022 - 20.07.2022
SNGSP 35% 77% 18.07.2022 - 20.07.2022
TRNFP 35% 77% 18.07.2022 - 20.07.2022
ENRU 35% 77% 18.07.2022 - 20.07.2022

 

Ticker w New value effective for
SNGSP 0.07 18.07.2022 - 20.07.2022

 

Ticker x_pr New value effective for
SNGSP 1.40 18.07.2022 - 20.07.2022