Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

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Moscow Exchange: Risk Parameters Change For The Securities

Date 03/11/2020

The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min

TickerMinimum 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
AAPL-RM 17% 50% 25% 58% 34% 67% 05.11.2020 - 09.11.2020
MSFT-RM 16% 50% 24% 58% 32% 66% 10.11.2020 - 19.11.2020
V-RM 16% 50% 24% 58% 32% 66% 05.11.2020 - 13.11.2020
XOM-RM 34% 50% 50% 66% 68% 84% 05.11.2020 - 12.11.2020

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

TickerCurrent valueNew valueNew value effective for
AAPL-RM 35% 77% 05.11.2020 - 09.11.2020
MSFT-RM 35% 77% 10.11.2020 - 19.11.2020
V-RM 35% 77% 05.11.2020 - 13.11.2020
XOM-RM 35% 77% 05.11.2020 - 12.11.2020

 

Tickerx_prNew value effective for
AAPL-RM 1.00 05.11.2020 - 09.11.2020
MSFT-RM 1.00 10.11.2020 - 19.11.2020
V-RM 1.00 05.11.2020 - 13.11.2020
XOM-RM 1.00 05.11.2020 - 12.11.2020

 

 

 

 

TickerRcl_maxRch_maxNew value effective for
AAPL-RM 0.4 0.1 05.11.2020 - 09.11.2020
MSFT-RM 0.4 0.1 10.11.2020 - 19.11.2020
V-RM 0.4 0.1 05.11.2020 - 13.11.2020
XOM-RM 0.4 0.1 05.11.2020 - 12.11.2020

 


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