Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 09/12/2021

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

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
TSM-RM 35% 77% 15.12.2021 - 17.12.2021
UPRO 35% 77% 15.12.2021 - 17.12.2021