Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change On Securities Market

Date 10/02/2022

CCP NCC is changing the following risk parameters on Securities market starting from February 16, 2022:


TickerDescriptionCurrent market risk ratesNew market risk rates
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_min
1 LENT Lenta IPJSC ORD SHS 100% 100% 100% 50% 75% 95%

 

TickerDescriptionCurrent concentration limits, number of securitiesNew concentration limits, number of securities
LK_1LK_2LK_1LK_2
1 LENT Lenta IPJSC ORD SHS 2 000 2 001 11 255 56 275

 

TickerDescriptionCurrent excess risk scenariosNew excess risk scenarios
UpDownUpDown
1 LENT Lenta IPJSC ORD SHS 0% 0% 12% 12%