MIL-OSI EU-Baltics: Risk Parameters Change on Securities, FX and Derivatives markets

By   /  July 12, 2018  /  Comments Off on MIL-OSI EU-Baltics: Risk Parameters Change on Securities, FX and Derivatives markets

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Source: Moscow Stock Exchange

CCP NCC is changing IM rates on Securities market starting from July 16, 2018 for the following shares:

Ticker
Current IM rates
New IM rates
Current concentration limits
New concentration limits
S_1_min
S_2_min
S_3_min
S_1_min
S_2_min
S_3_min
LK_1
LK_2
LK_1
LK_2
1
RUSE
100%
100%
100%
25%
50%
100%
2000
2001
6000
30000
2
RUSB
100%
100%
100%
30%
50%
100%
2000
2001
6000
30000
CCP NCC is changing the following IM rates on Derivatives market starting from 7:00 pm July 16, 2018:
Ticker
Current IM rates
New IM rates
MR1
MR2
MR3
MR1
MR2
MR3
CL
12%
19%
27%
10%
15%
23%
Si
8%
10%
12%
6%
8%
10%
Eu
8%
10%
12%
6%
8%
10%
CY
8%
10%
12%
6%
8%
10%
CCP NCC is changing the following IM rates on FX market starting from July 17, 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
8%
10%
12%
7%
9%
11%
2
CNY
8%
10%
12%
6%
8%
10%
3
EUR
8%
10%
12%
6%
8%
10%
4
EURF
14%
16%
18%
10%
12%
14%
5
GBP
8%
10%
12%
7%
9%
11%
6
HKD
8%
10%
12%
6%
8%
10%
7
USD
8%
10%
12%
6%
8%
10%
8
USDF
14%
16%
18%
10%
12%
14%
9
SLV
15%
21%
28%
12%
18%
25%
10
GLD
10%
16%
23%
8%
14%
21%


Ticker
X starting from July 16, 2018
X starting from July 17, 2018
1
CNY
2
1.33
2
EUR
2
1.33
3
USD
2
1.33

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MIL OSI Eurozone and Baltics

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