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27 July 2023

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
TRNFP 30% 38% 36% 44% 43% 51% 18.07.2023 - 20.07.2023

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
POSI 35% 77% 14.07.2023 - 18.07.2023
SNGS 35% 77% 18.07.2023 - 20.07.2023
SNGSP 35% 77% 18.07.2023 - 20.07.2023
TRNFP 35% 77% 18.07.2023 - 20.07.2023

 

Ticker w New value effective for
TRNFP 0.07 18.07.2023 - 20.07.2023

 

Ticker x_pr New value effective for
TRNFP 1.41 18.07.2023 - 20.07.2023