Risk parameters change for the security SNGS

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 11-13 (MSK) the upper bound of the price band (up to 34.725) and initial margins (new market risk rate 21.25%) for the security SNGS were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Risk parameters change for the security SNGS

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 11-21 (MSK) the upper bound of the price band (up to 36.035) and initial margins (new market risk rate 25.5%) for the security SNGS were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Risk parameters change for the security SNGSP

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 11-36 (MSK) the upper bound of the price band (up to 38.135) and initial margins (new market risk rate 21.25%) for the security SNGSP were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Risk parameters change for the security SNGS

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 11-38 (MSK) the upper bound of the price band (up to 37.34) and initial margins (new market risk rate 29.75%) for the security SNGS were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Risk parameters change for the security SNGSP

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 12-04 (MSK) the upper bound of the price band (up to 39.57) and initial margins (new market risk rate 25.5%) for the security SNGSP were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Risk parameters change for the security SNGSP

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 12-11 (MSK) the upper bound of the price band (up to 41.005) and initial margins (new market risk rate 29.75%) for the security SNGSP were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Risk parameters change for the security SNGS

As per the Equity Market Risk Parameters Methodology, on 03.09.2019 12-42 (MSK) the upper bound of the price band (up to 38.65) and initial margins (new market risk rate 34%) for the security SNGS were changed. New values are available at https://www.nationalclearingcentre.com/rates/fondMarketRates/

Attachments

  • Original document
  • Permalink

Disclaimer

OJSC Moscow Exchange MICEX-RTS published this content on 03 September 2019 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 03 September 2019 13:09:04 UTC