Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchangel Risk Parameters On Securities Market

Date 17/09/2021

CCP NCC sets the following risk parameters on Securities market starting from 20.09.2021 :

TickerMinimum Initial Margin for the Market Risk, %Concentration Limit, # of securitiesBan on short-sellingCollateral
Level 1, S_1_minLevel 2, S_2_minLevel 3, S_3_minLevel 1Level 2
1 RU000A103Q81 16% 19% 22% 100 000 500 000 N N