Moscow Exchange: Risk Parameters Change On Derivatives Market During Morning Trading Session

Date 21/12/2021

According to the risk parameters methodology on Derivatives market during morning trading session on December 21, 2021 lower bound of price band and risk bounds will be changed for futures on USD/TRY currency pair, new market risk rates will be set as follows:

№	Underlying	Current market risk rates			New Market risk rates after bound changes
№	Underlying	MR1	MR2	MR3	MR1	MR2	MR3
1	UTRY	15%	24%	34%	25%	34%	44%

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