Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

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Moscow Exchange: Risk Parameters Change For The Securities

Date 13/12/2021

The following risk parameters will be changed:

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 valueNew valueCurrent valueNew valueCurrent valueNew value
UPRO 25% 30% 31% 36% 38% 43% 15.12.2021 - 17.12.2021
LKOH 15% 19% 21% 25% 28% 32% 17.12.2021 - 21.12.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
EMN-RM 35% 77% 13.12.2021 - 15.12.2021
PHM-RM 35% 77% 13.12.2021 - 15.12.2021
ES-RM 35% 77% 15.12.2021 - 17.12.2021
FIVE 35% 77% 15.12.2021 - 17.12.2021
PCAR-RM 35% 77% 15.12.2021 - 17.12.2021
WU-RM 35% 77% 15.12.2021 - 17.12.2021
RUAL 35% 77% 15.12.2021 - 17.12.2021
UPRO 35% 77% 15.12.2021 - 17.12.2021
OMC-RM 35% 77% 17.12.2021 - 21.12.2021
LKOH 35% 77% 17.12.2021 - 21.12.2021
XEL-RM 35% 77% 20.12.2021 - 22.12.2021
MO-RM 35% 77% 21.12.2021 - 23.12.2021
CARR-RM 35% 77% 21.12.2021 - 23.12.2021
PM-RM 35% 77% 21.12.2021 - 23.12.2021
CME-RM 35% 77% 24.12.2021 - 28.12.2021
IFF-RM 35% 77% 24.12.2021 - 28.12.2021

 

Tickerx_prNew value effective for
LKOH 1.50 17.12.2021 - 21.12.2021

 

TickerwNew value effective for
LKOH 0.08 17.12.2021 - 21.12.2021

 

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