News Centre

Moscow Exchange: Expiration Prices Determined For December MOEX Index Futures And Reliminary Parameters For The Start Of Trading In Positive Group Ordinary Shares

Date 16/12/2021

Please follow the links below to access the information:

Expiration prices determined for December MOEX index futures
Preliminary parameters for the start of trading in Positive Group ordinary shares

CME Swaps/Futures Portfolio Margining To Reduce Margin Up To 90%

Date 16/12/2021

• Participants can now use CME CORE (New Release) to model savings from Portfolio Margining (PM) of Eris SOFR Swap Futures and CME cleared swaps
• Targeted for launch in Q1 2022, PM will reduce initial margin up to 90%

Moscow Exchange: Risk Parameters Change For The Security PFE-RM

Date 16/12/2021

As per the Securities market risk parameters methodology, on 16.12.2021, 20-45 (MSK) the upper bound of the price band (up to 4671) and initial margins (up to 16.25 %) for the security PFE-RM were changed. New values are available here

Eris Sets New Daily Volume Record Of 108,758 Contracts

Date 16/12/2021

• Eris Swap Futures set a new daily record of 108,758 contracts traded on Tuesday, December 7
• Coming just ahead of the year-end deadlines for Libor usage, the record surpasses the previous record of 105,925 set June 8
• As of December 14, total Eris open interest stands at 409,805, an increase of 94% year-to-date

EBA Strengthens AML/CFT Supervision In The EU Through Revised Guidelines And Enhanced Cooperation

Date 16/12/2021

The European Banking Authority (EBA) published today its revised Guidelines on risk-based supervision of credit and financial institutions’ compliance with anti-money laundering and countering the financing of terrorism (AML/CFT) obligations. The Guidelines set out the steps supervisors should take to ensure adequate AML/CFT oversight of their sector and support the adoption, by credit and financial institutions, of effective ML/TF risk management policies and procedures.  The EBA decided to update and strengthen these Guidelines in light of the findings from its ongoing work to review competent authorities’ approaches to AML/CFT supervision. These findings suggest that some competent authorities found the implementation of the risk-based approach to AML/CFT supervision challenging.

Moscow Exchange: Risk Parameters On Securities Market

Date 16/12/2021

CCP NCC sets the following risk parameters on Securities market starting from 17.12.2021:

Exchange Of Letters Between The Governor Of The Bank Of England And The Chancellor Regarding CPI Inflation - December 2021

Date 16/12/2021

If inflation moves away from the target by more than 1 percentage point in either direction, the Governor is required to send an open letter to the Chancellor explaining why inflation has moved away from target and what action the Bank is taking to bring inflation back to target.

Moscow Exchange: Risk Parameters Change On Securities Market And Risk Parameters On Securities Market

Date 16/12/2021

Please follow the links below to access the information:

Risk parameters change on Securities market
Risk parameters on Securities market

ACER Assesses ENTSOG’s Gas Supply Outlook For This Winter

Date 16/12/2021

The EU Agency for the Cooperation of Energy Regulators (ACER) publishes today its Opinion on the European Network of Transmission System Operators for Gas (ENTSOG) Winter Supply Outlook 2021/2022.

ICE Announces Quarterly Rebalance Changes In The NYSE FANG+™ Index

Date 16/12/2021

Intercontinental Exchange, Inc. (NYSE: ICE), a leading global provider of data, technology and market infrastructure, today announced the quarterly rebalance of the NYSE® FANG+™ Index, which is effective before the open of trading on Monday, December 20, 2021.