Moscow Exchange: Risk Parameters Change On FX And Precious Metal, Securities And Derivatives Markets
CCP NCC is changing IM rates on Securities market starting from May 21, 2018 for the following shares:
| № | Ticker | Current IM rates | New IM rates | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 17 | GMKN | 20% | 24% | 31% | 17% | 21% | 28% |
| 18 | SBER | 20% | 24% | 31% | 17% | 21% | 28% |
| 19 | SBERP | 20% | 21% | 31% | 18% | 21% | 28% |
CCP NCC is changing the following IM rates on FX and Precious metal market starting from May 21, 2018:
| № | Ticker | Current IM rates | New IM rates | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| 1 | CHF | 10% | 12% | 14% | 8% | 10% | 12% |
| 2 | CNY | 10% | 12% | 14% | 8% | 10% | 12% |
| 3 | EUR | 10% | 12% | 14% | 8% | 10% | 12% |
| 4 | EURF | 17,5% | 19,5% | 21,5% | 14% | 16% | 18% |
| 5 | GBP | 10% | 12% | 14% | 8% | 10% | 12% |
| 6 | HKD | 10% | 12% | 14% | 8% | 10% | 12% |
| 7 | USD | 10% | 12% | 14% | 8% | 10% | 12% |
| 8 | USDF | 17,5% | 19,5% | 21,5% | 14% | 16% | 18% |
CCP NCC sets new risk parameters on Derivatives market starting from May 21, 2018, the values are available at http://fs.moex.com/files/16960.