Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 10/09/2021

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
NKNCP 33% 38% 50% 55% 75% 80% 16.09.2021 - 20.09.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
LRCX-RM 35% 77% 24.09.2021 - 28.09.2021
NKNCP 35% 77% 16.09.2021 - 20.09.2021

TickerRcl_maxRch_maxNew value effective for
LRCX-RM 0.2 0.2 22.09.2021 - 24.09.2021