News Centre

Moscow Exchange: Risk Parameters Change Tor The Securities KR-RM And SQ-RM

Date 02/12/2021

Please follow the links below to access the information:

Risk parameters change for the security KR-RM
Risk parameters change for the security SQ-RM

EBA Consultations & Discussions

Date 02/12/2021

Consultation on draft RTS on IRRBB standardised approach

Deadline: 02 March 2022

Moscow Exchange: Risk Parameters Change For The Security EXPD-RM And Risk Parameters Change On Securities Market

Date 02/12/2021

Please follow the links below to access the information:

Risk parameters change for the security EXPD-RM
Risk parameters change on Securities market

EBA Consults On Interest Rate Risk Arising From Non-Trading Book Activities

Date 02/12/2021

The European Banking Authority (EBA) launched today three consultations specifying technical aspects of the revised framework capturing interest rate risks for banking book (IRRBB) positions. The first on draft Guidelines on IRRBB and credit spread risk arising from non-trading book activities (CSRBB); the second on draft Regulatory Technical Standards (RTS) on the IRRBB standardised approach; and the third on draft Regulatory Technical Standards (RTS) on the IRRBB supervisory outlier test. The consultations run until 4 April 2022.

Moscow Exchange Trading Volumes In November 2021

Date 02/12/2021

In November 2021, total trading volumes across Moscow Exchange’s markets grew by 11.7% to RUB 91.0 trln (RUB 81.4 in November 2020).

TNS Provides Essential Trading Services Connectivity To Asia - Market-Leading Layer 1 Infrastructure Delivers Lowest Latency Solution

Date 02/12/2021

Transaction Network Services (TNS), a market leader in capital markets client and counterpart connectivity and the first to market with a Layer 1 network solution, has invested significantly in its backbone to provide high performance global connectivity for clients tapping the plethora of opportunities developing in Asia. 

The Vanguard Group, Inc.: Bafin Imposes Administrative Fine

Date 02/12/2021

On 22 November 2021, BaFin imposed an administrative fine amounting to 290,000 euros on The Vanguard Group, Inc.

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

Date 02/12/2021

As per the Securities market risk parameters methodology, on 02.12.2021, 16-42 (MSK) the lower bound of the price band (up to 11063) and initial margins (up to 18.75 %) for the security AAPL-RM were changed. 

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

Date 02/12/2021

As per the Securities market risk parameters methodology, on 02.12.2021, 17-27 (MSK) the lower bound of the price band (up to 2498) and initial margins (up to 25 %) for the security PINS-RM were changed. New values are available here

OCC November 2021 Total Volume Up 40.2 Percent Compared To November 2020 - Highest Total Volume Month On Record For U.S. Listed Options

Date 02/12/2021

OCC, the world's largest equity derivatives clearing organization, announced today that November 2021 total cleared contract volume was 949,396,907 contracts, the highest volume month on record and up 40.2 percent compared to November 2020. Year-to-date average daily cleared contract volume through November 2021 was 39,469,816 contracts, up 34.7 percent compared to November 2020.