Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 14/12/2021

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
PHOR 17% 20% 23% 26% 30% 33% 16.12.2021 - 20.12.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
PKG-RM 35% 77% 16.12.2021 - 20.12.2021
UNP-RM 35% 77% 16.12.2021 - 20.12.2021
PHOR 35% 77% 16.12.2021 - 20.12.2021
GE-RM 35% 77% 17.12.2021 - 21.12.2021
AVGO-RM 35% 77% 20.12.2021 - 22.12.2021
RL-RM 35% 77% 22.12.2021 - 24.12.2021
CERN-RM 35% 77% 23.12.2021 - 27.12.2021

 

Tickerx_prNew value effective for
PHOR 1.57 16.12.2021 - 20.12.2021

 

TickerwNew value effective for
PHOR 0.08 16.12.2021 - 20.12.2021