Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 18/12/2020

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)


TickerCurrent valueNew valueNew value effective for
BMY-RM 35% 77% 29.12.2020 - 04.01.2021
CSCO-RM 35% 77% 30.12.2020 - 05.01.2021
DSKY 35% 77% 24.12.2020 - 28.12.2020
GMKN 35% 77% 22.12.2020 - 24.12.2020
MA-RM 35% 77% 05.01.2021 - 08.01.2021
PHOR 35% 77% 23.12.2020 - 25.12.2020

 

TickerRcl_maxRch_maxNew value effective for
BMY-RM 0.2 0.2 23.12.2020 - 04.01.2021
CSCO-RM 0.2 0.2 24.12.2020 - 05.01.2021
MA-RM 0.2 0.2 29.12.2020 - 08.01.2021