Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For New Bonds

Date 27/10/2020

New bonds will be accepted to margin trading starting from 28.10.2020. From this date on, the following risk parameters will be applied:

TickerMinimum Initial Margin for the Market Risk, %Concentration Limit, # of securities
Level 1, S_1_minLevel 2, S_2_minLevel 3, S_3_minLevel 1Level 2
1 SU26235RMFS0 9% 10% 11% 1,000,000 5,000,000
2 SU29019RMFS5 8% 9% 10% 1,000,000 5,000,000