Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change On Securities Market

Date 10/01/2019

CCP NCC is changing the following risk parameters on Securities market starting from January 15, 2019:

  1. Market risk rates for SBMX ETF MOEX Total Return:

Ticker Description Current market risk rates New market risk rates
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
SBMX SBMX ETF MOEX Total Return 100% 100% 100% 20% 24% 100%

and concentration limits are set:

Ticker Description Concentration limits
LK_1 LK_2
SBMX SBMX ETF MOEX Total Return 10 000 50 000