Moscow Exchange (MOEX) has announced that the bond below will be transferred to the partial collateral from August 25, 2016. From this date on, the following risk parameters will be applied:
Minimum Initial Margin for
the Market Risk, %
# of securities
|Level 1, S_1_min||Level 2, S_2_min||Level 3, S_3_min||Level 1||Level 2|
|RU000A0JWNE4||18%||21%||24%||4 000||20 000|
|Ticker||IR risk (downward scenario), %|
|Y0/Y1 (1 day)||Y0/YW (1 week)|
As for the trading schedule in September 2016, MOEX has announced the following changes:
- The instruments USDRUB_TOD, USD_TODTOM, EURUSD_TOD and EURUSDTDTM will not be traded on 5 September 2016 as this is a non-business day in the US.
- The instrument KZTRUB_TOD will not be traded on 12 September 2016 as this is a non-business day in Kazakhstan.
- The instruments CNYRUB_TOD and CNY_TODTOM will not be traded on 15 and 16 September 2016 as these are non-business days in China.
- The instruments HKDRUB_TOD and HKD_TODTOM will not be traded on 16 September 2016 as this is a non-business day in Hong Kong.
All other instruments will be traded as usual.