Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 05/07/2021

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
RTKM 20% 24% 26% 30% 33% 37% 08.07.2021 - 12.07.2021
RTKMP 33% 37% 50% 54% 75% 79% 08.07.2021 - 12.07.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
CAT-RM 35% 77% 16.07.2021 - 20.07.2021
CL-RM 35% 77% 19.07.2021 - 21.07.2021
LOW-RM 35% 77% 19.07.2021 - 21.07.2021
MTLRP 35% 77% 09.07.2021 - 13.07.2021
NMTP 35% 77% 08.07.2021 - 12.07.2021
RTKM 35% 77% 08.07.2021 - 12.07.2021
RTKMP 35% 77% 08.07.2021 - 12.07.2021
SMLT 35% 77% 07.07.2021 - 09.07.2021

 

TickerRcl_maxRch_maxNew value effective for
CAT-RM 0.2 0.2 14.07.2021 - 16.07.2021
CL-RM 0.2 0.2 15.07.2021 - 19.07.2021
LOW-RM 0.2 0.2 15.07.2021 - 19.07.2021