Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters On Securities Market - Update

Date 26/04/2021

CCP NCC sets the following risk parameters on Securities market starting from April 27, 2021:

TickerMarket risk ratesConcentration limits, unitsBan on short sellingEligible as collateral
S_1_min S_2_min S_3_min LK_1 LK_2
1 RU000A1030S9 27% 30% 33% 1 400 000 7 000 000 No Yes
2 RU000A1031T5 13% 16% 19% 200 000 1 000 000 No No
3 RU000A1031U3 13% 16% 19% 200 000 1 000 000 No No