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News

17 May 2024

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
NLMK 20% 28% 26% 34% 33% 41% 24.05.2024 - 27.05.2024

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
POSI 35% 77% 23.05.2024 - 24.05.2024
ELFV 35% 77% 23.05.2024 - 24.05.2024
MRKC 35% 77% 23.05.2024 - 24.05.2024
NLMK 35% 77% 24.05.2024 - 27.05.2024
SBER 35% 77% 24.05.2024 - 27.05.2024

 

Ticker x_pr New value effective for
NLMK 1.39 24.05.2024 - 27.05.2024

 

Ticker w New value effective for
NLMK 0.06 24.05.2024 - 27.05.2024