Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 08/12/2021

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
MVID 20% 25% 26% 31% 33% 38% 14.12.2021 - 16.12.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
MVID 35% 77% 14.12.2021 - 16.12.2021

 

Tickerx_prNew value effective for
MVID 1.54 14.12.2021 - 16.12.2021

 

TickerwNew value effective for
MVID 0.08 14.12.2021 - 16.12.2021