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Moscow Exchange: Risk Parameters Change On Securities Market

Date 02/11/2021

CCP NCC changes PcH_max parameter value that defines price up limit on Securities market starting from November 03, 2021:

Intercos Group Lists On Euronext Milan

Date 02/11/2021

• Fifth listing of 2021 on Euronext Milan

• Intercos Group brings the total number of companies listed on Euronext Milan to 234

• Total placement volume of the offering equal to €350 million

Moscow Exchange: Risk Parameters Change For The Security DD-RM

Date 02/11/2021

As per the Securities market risk parameters methodology, on 02.11.2021, 19-33 (MSK) the upper bound of the price band (up to 5748) and initial margins (up to 21.25 %) for the security DD-RM were changed. New values are available here

SEC: Market Structure Updated Metrics - Q3 2021

Date 02/11/2021

SEC Staff is pleased to provide you with the following updates:

•  Updated Metrics. Data series containing daily cancel-to-trade ratios, trade-order volumes, hidden rates, and odd-lot rate metrics for Q2 2021 are now available. This data extends to 114 total months the data series you can view in the data visualization tool as well as download in CSV format. The visualization for quote-life data now defaults to Q2 2021.

Moscow Exchange: Risk Parameters Change For The Security PFE-RM

Date 02/11/2021

As per the Securities market risk parameters methodology, on 02.11.2021, 19-05 (MSK) the upper bound of the price band (up to 3426) and initial margins (up to 16.25 %) for the security PFE-RM were changed. New values are available here

SEC: Market Structure Updated Metrics - Q2 2021

Date 02/11/2021

SEC Staff is pleased to provide you with the following updates:

•  Updated Metrics. Data series containing daily cancel-to-trade ratios, trade-order volumes, hidden rates, and odd-lot rate metrics for Q3 2021 are now available. This data extends to 117 total months the data series you can view in the data visualization tool as well as download in CSV format. The visualization for quote-life data now defaults to Q3 2021.

FIA Releases Blueprint To Modernize Trading Processes

Date 02/11/2021

FIA today released a report calling on participants in the futures and options industry to work together on a major initiative to improve the efficiency of the trading and clearing process for exchange-traded derivatives.

Moscow Exchange: Risk Parameters Changes For The securities FIS-RM And BEN-RM

Date 02/11/2021

Please follow the links below to access the information:

Risk parameters change for the security FIS-RM
Risk parameters change for the security BEN-RM

BIS: The Natural Rate Of Interest Through A Hall Of Mirrors

Date 02/11/2021

Summary

Focus

Why have global real interest rates fallen so much? A common explanation is that factors such as shifting demographics and falling potential growth depress the natural interest rate, or r-star. This view has striking policy implications: central banks have no choice but to lower interest rates to keep their economies in balance. After all, they cannot control the natural interest rate. Extraordinary monetary policy and recent policy framework reviews can be seen as part of the strategy to combat the decline in r-star.

Moscow Exchange Trading Volumes In October 2021

Date 02/11/2021

In October 2021, total trading volumes across Moscow Exchange’s markets was RUB 84.9 trln (RUB 89.7 in October 2020). Unless stated otherwise, all figures below refer to performance for October 2021 and all comparisons are with the same period last year.