Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 06/12/2021

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
AKRN 33% 37% 50% 54% 75% 79% 10.12.2021 - 14.12.2021
CHMF 17% 22% 23% 28% 30% 35% 10.12.2021 - 14.12.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AKRN 35% 77% 10.12.2021 - 14.12.2021
CHMF 35% 77% 10.12.2021 - 14.12.2021

 

Tickerx_prNew value effective for
CHMF 1.57 10.12.2021 - 14.12.2021

 

TickerwNew value effective for
CHMF 0.07 10.12.2021 - 14.12.2021