Moscow Exchange announces risk parameters for new bonds


Moscow Exchange (MOEX) has announced that new bonds will be accepted to margin trading starting from August 3, 2016. From this date on, the following risk parameters will be applied:

moex

The following risk parameters for the security PHOR will also be changed:

  • Interest rate risk decrease rate – SECΔ_1. (Y0/Y1)

moex

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Moscow Exchange announces risk parameters for new bonds

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