Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 28/05/2021

The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min

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
BSPB 33% 37% 50% 54% 75% 79% 03.06.2021 - 07.06.2021
IRAO 16% 19% 22% 25% 29% 32% 03.06.2021 - 07.06.2021

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

TickerCurrent valueNew valueNew value effective for
APTK 35% 77% 02.06.2021 - 04.06.2021
BSPB 35% 77% 03.06.2021 - 07.06.2021
ECL-RM 35% 77% 10.06.2021 - 15.06.2021
FEES 35% 77% 02.06.2021 - 04.06.2021
GILD-RM 35% 77% 10.06.2021 - 15.06.2021
IRAO 35% 77% 03.06.2021 - 07.06.2021
KO-RM 35% 77% 10.06.2021 - 15.06.2021
PHOR 35% 77% 03.06.2021 - 07.06.2021
PLZL 35% 77% 03.06.2021 - 07.06.2021
RASP 35% 77% 03.06.2021 - 07.06.2021
RSTI 35% 77% 02.06.2021 - 04.06.2021
RTKM 35% 77% 02.06.2021 - 04.06.2021
TMO-RM 35% 77% 10.06.2021 - 15.06.2021
BAC-RM 35% 77% 02.02.2021 - 04.06.2021
BLK-RM 35% 77% 02.02.2021 - 04.06.2021
MOS-RM 35% 77% 01.02.2021 - 03.06.2021

 

Ticker x_pr New value effective for
IRAO 1.64 03.06.2021 - 07.06.2021
PLZL 1.49 03.06.2021 - 07.06.2021

 

Ticker w New value effective for
IRAO 0.08 03.06.2021 - 07.06.2021
PLZL 0.10 03.06.2021 - 07.06.2021

 

Ticker Rcl_max Rch_max New value effective for
ECL-RM 0.2 0.2 03.06.2021 - 10.06.2021
GILD-RM 0.2 0.2 03.06.2021 - 10.06.2021
KO-RM 0.2 0.2 03.06.2021 - 10.06.2021
TMO-RM 0.2 0.2 03.06.2021 - 10.06.2021
BAC-RM 0.2 0.2 01.02.2021 - 02.06.2021
BLK-RM 0.2 0.2 01.02.2021 - 02.06.2021
MOS-RM 0.2 0.2 01.02.2021 - 01.06.2021