Moscow Exchange: Risk Parameters Change On Securities And Derivatives market

News

CCP NCC is changing IM rates on Securities market starting from March 19, 2018 for the following shares:

№	Ticker	Issuer Name	Current IM rates			New IM rates
№	Ticker	Issuer Name	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	MGNT	Magnit	14%	18%	25%	17%	24%	38%
2	AFKS	AFK Sistema	50%	70%	90%	35%	49%	78%

CCP NCC is changing the following IM rates on Derivatives market starting from 7:00 pm March 16, 2018:

№	Underlying	Futures description	Current IM rate	New IM rate
1	MGNT	Magnit ordinary shares	14%	17%