Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters On Securities Market

Date 28/05/2020

According to the CCP NCC decision for the following bonds that are accepted as collateral from June 1, 2020, market risk rates will remain unchanged:

TickerDescriptionCurrent market risk ratesNew market risk rates
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_min
1 RU000A0JWHU2 RZD BO-17 27% 30% 33% 27% 30% 33%
2 RU000A0JWK90 Transneft BO-01-001P 15% 18% 21% 15% 18% 21%