Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 07/07/2021

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
GAZP 14% 18% 20% 24% 27% 31% 13.07.2021 - 15.07.2021

 

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AFKS 35% 77% 13.07.2021 - 15.07.2021
APA-RM 35% 77% 20.07.2021 - 22.07.2021
BANE 35% 77% 12.07.2021 - 14.07.2021
BANEP 35% 77% 12.07.2021 - 14.07.2021
GAZP 35% 77% 13.07.2021 - 15.07.2021
VTBR 35% 77% 13.07.2021 - 15.07.2021

 

Tickerx_prNew value effective for
GAZP 1.60 13.07.2021 - 15.07.2021
VTBR 1.43 13.07.2021 - 15.07.2021

 

TickerwNew value effective for
GAZP 0.07 13.07.2021 - 15.07.2021

 

TickerRcl_maxRch_maxNew value effective for
APA-RM 0.2 0.2 16.07.2021 - 20.07.2021