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30 September 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
TATN 17% 22% 23% 28% 30% 35% 07.10.2024 - 08.10.2024
TATNP 20% 25% 26% 31% 33% 38% 07.10.2024 - 08.10.2024

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
TATN 35% 77% 07.10.2024 - 08.10.2024
TATNP 35% 77% 07.10.2024 - 08.10.2024

 

Ticker x_pr New value effective for
TATN 1.521.52 07.10.2024 - 08.10.2024
TATNP 1.56 07.10.2024 - 08.10.2024

 

Ticker w New value effective for
TATN 1.520.07 07.10.2024 - 08.10.2024
TATNP 0.08 07.10.2024 - 08.10.2024