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04 October 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
GAZP 25% 43% 31% 49% 38% 56% 07.10.2022 - 11.10.2022
TATN 25% 31% 31% 37% 38% 44% 07.10.2022 - 11.10.2022
TATNP 25% 32% 31% 38% 38% 45% 07.10.2022 - 11.10.2022

 

Ticker IR risk (downward scenario) - SECSECΔ_1 (Y0/Y1) New value effective for
Current value New value
POSI 35% 77% 06.10.2022 - 10.10.2022
GAZP 35% 77% 07.10.2022 - 11.10.2022
GMKN 35% 77% 07.10.2022 - 11.10.2022
TATN 35% 77% 07.10.2022 - 11.10.2022
TATNP 35% 77% 07.10.2022 - 11.10.2022

 

Ticker w New value effective for
GAZP 0.05 07.10.2022 - 11.10.2022
TATN 0.07 07.10.2022 - 11.10.2022
TATNP 0.07 07.10.2022 - 11.10.2022

 

Ticker x_pr New value effective for
GAZP 1.19 07.10.2022 - 11.10.2022
TATN 1.47 07.10.2022 - 11.10.2022
TATNP 1.50 07.10.2022 - 11.10.2022