Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change On Securities Market

Date 27/11/2020


CCP NCC sets the following risk parameters on Securities market starting from November 30, 2020:

TickerDescriptionCurrent market risk ratesNew market risk ratesNew concentration limits, number of securitiesNew eligible collateralNew ban on short selling attribute
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_minLK1LK2
1 RU000A102EF1 Rosneft 003P-01 100% 100% 100% 8% 11% 14% 8,000,000 40,000,000 Yes No
2 RU000A102EE4 Rosneft 003P-02 100% 100% 100% 8% 11% 14% 8,000,000 40,000,000 Yes No