Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 09/09/2021

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
TRMK 50% 57% 75% 82% 95% 100% 15.09.2021 - 17.09.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
PTR-RM 35% 77% 15.09.2021 - 17.09.2021
TRMK 35% 77% 15.09.2021 - 17.09.2021
TSM-RM 35% 77% 15.09.2021 - 17.09.2021