Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 97,948.81 +334.34

Moscow Exchange: Risk Parameters Change For The Securities

Date 18/06/2021

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 20% 23% 26% 29% 33% 36% 18.06.2021 - 22.06.2021
UPRO 20% 23% 26% 29% 33% 36% 18.06.2021 - 22.06.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
FDX-RM 35% 77% 24.06.2021 - 28.06.2021
NLMK 35% 77% 21.06.2021 - 23.06.2021
NLMK-ME 35% 77% 21.06.2021 - 23.06.2021
QIWI 35% 77% 18.06.2021 - 22.06.2021
UPRO 35% 77% 18.06.2021 - 22.06.2021
UPRO 35% 77% 18.06.2021 - 22.06.2021

 

TickerRcl_maxRch_maxNew value effective for
FDX-RM 0.2 0.2 17.06.2021 - 24.06.2021