Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 101,411.89 +440.40

Moscow Exchange: Risk Parameters Change For The Securities

Date 25/08/2021

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
CHMF 14% 18% 20% 24% 27% 31% 31.08.2021 - 02.09.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
ANTM-RM 35% 77% 08.09.2021 - 10.09.2021
CHMF 35% 77% 31.08.2021 - 02.09.2021
CME-RM 35% 77% 08.09.2021 - 10.09.2021
MGM-RM 35% 77% 08.09.2021 - 10.09.2021
OXY-RM 35% 77% 08.09.2021 - 10.09.2021
TXT-RM 35% 77% 08.09.2021 - 10.09.2021

 

Tickerx_prNew value effective for
CHMF 1.50 31.08.2021 - 02.09.2021

 

TickerwNew value effective for
CHMF 0.07 31.08.2021 - 02.09.2021

 

TickerRcl_maxRch_maxNew value effective for
ANTM-RM 0.2 0.2 03.09.2021 - 08.09.2021
CME-RM 0.2 0.2 03.09.2021 - 08.09.2021
MGM-RM 0.2 0.2 03.09.2021 - 08.09.2021
OXY-RM 0.2 0.2 03.09.2021 - 08.09.2021
TXT-RM 0.2 0.2 03.09.2021 - 08.09.2021