Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change On Securities Market

Date 12/04/2021

CCP NCC is changing the following risk parameters on Securities market starting from April 14, 2021.


TickerDescriptionCurrent market risk ratesNew market risk ratesNew concentration limits, number of securitiesNew
Ban on short selling
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_minLK1LK2
1 RU000A0ZYJT2 Mortgage agent DOM RF 2P 40% 43% 46% 27% 30% 100% 963 956 4 819 780 No
2 RU000A0ZZCH9 DOM.RF Mortgage agent 05-002P 100% 100% 100% 23% 26% 100% 226 178 1 130 890 No
3 RU000A0ZZNW5 DOM.RF Mortgage agent 04-002P 100% 100% 100% 23% 26% 100% 281 547 1 407 735 No
4 RU000A0ZZV86 DOM.RF Mortgage agent 06-002P 40% 43% 46% 26% 29% 100% 1 485 276 7 426 380 No
5 RU000A100YY4 DOM.RF Mortgage agent 11-002P 100% 100% 100% 21% 24% 100% 155 962 779 810 No
6 RU000A101JD7 DOM.RF Mortgage agent 05-001P 40% 43% 100% 24% 27% 100% 144 141 720 705 No
7 RU000A101TD6 DOM.RF Mortgage agent 15-002P 40% 43% 100% 22% 25% 100% 325 055 1 625 275 No
8 RU000A102D46 DOM.RF Mortgage agent 18-002P 40% 43% 100% 23% 26% 100% 280 378 1 401 890 No
9 RU000A102GD1 DOM.RF Mortgage agent BO 1P3 40% 43% 100% 24% 27% 100% 330 802 1 654 010 No
10 RU000A102GV3 DOM.RF Mortgage agent BO 1P1 40% 43% 100% 30% 33% 100% 116 504 582 520 No
11 RU000A102JB9 DOM.RF Mortgage agent BO 1P2 40% 43% 100% 29% 32% 100% 204 125 1 020 625 No