Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 08/06/2021

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 value New value Current value New value Current value New value
MRKP 33% 39% 50% 56% 75% 81% 11.06.2021 - 15.06.2021

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
MRKP 35% 77% 11.06.2021 - 15.06.2021
ROSN 35% 77% 11.06.2021 - 15.06.2021
AVGO-RM 35% 77% 18.06.2021 - 22.06.2021

 

Tickerx_prNew value effective for
ROSN 1.70 11.06.2021 - 15.06.2021

 

TickerRcl_maxRch_maxNew value effective for
AVGO-RM 0.2 0.2 10.06.2021 - 18.06.2021