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Moscow Exchange: Risk Parameters Change For The Securities

Date 24/09/2021

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
RASP 25% 30% 31% 36% 38% 43% 30.09.2021 - 04.10.2021

 

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
BELU 35% 77% 30.09.2021 - 04.10.2021
ORCL-RM 35% 77% 07.10.2021 - 12.10.2021
RASP 35% 77% 30.09.2021 - 04.10.2021

 

TickerRcl_maxRch_maxNew value effective for
ORCL-RM 0.2 0.2 05.10.2021 - 07.10.2021