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24 September 2024
Risk Parameters Change for the Securities
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
20%
26%
26%
32%
33%
39%
26.09.2024 - 27.09.2024
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
MBNK
35%
77%
26.09.2024 - 27.09.2024
RTKM
35%
77%
26.09.2024 - 27.09.2024
RTKMP
35%
77%
26.09.2024 - 27.09.2024
BSPB
35%
77%
27.09.2024 - 30.09.2024
Ticker
x_pr
New value effective for
RTKM
1.48
26.09.2024 - 27.09.2024
Ticker
w
New value effective for
RTKM
0.07
26.09.2024 - 27.09.2024
