Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change On Securities Market

Date 03/02/2022

CCP NCC is changing risk parameters on Securities market starting from February 7, 2022:

TickerCurrent market risk rates, %New market risk rates, %New concentration limits, number of securities
S1_minS2_minS3_minS1_minS2_minS3_minLK1LK2
1 RU000A104FG2 100% 100% 100% 12% 15% 18% 180 000 900 000

 

TickerCurrent stress scenario UPCurrent stress scenario DOWNNew stress scenario UPNew stress scenario DOWNNew Ban on short selling
1 RU000A104FG2 0.00% 0.00% 2.25% 2.25% No