Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 100,023.11 +24.72

Moscow Exchange: Risk Parameters Change On Derivatives Market

Date 28/04/2020

CCP NCC sets the following risk parameters on Derivatives market starting from 2:00 pm April 28, 2020:

1. Margin rates:

UnderlyingCurrent margin ratesNew margin rates
MR1MR2MR3MR1MR2MR3
1 CL 50% 55% 63% 65% 70% 78%

2. Interest risk rates:

UnderlyingKey terms (m)Interest risk rate (IR(m))
1 CL 1 day 0%
10 days 0%

3. The maximum number of changes in the limits of the Price Band during the Settlement Period:

UnderlyingAutoShiftNumMR
1 CL 1