Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 24/12/2020

The following risk parameters will be changed:

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

TickerCurrent valueNew valueNew value effective for
NLMK 35% 77% 25.12.2020 - 29.12.2020
SIBN 35% 77% 25.12.2020 - 29.12.2020
T-RM 35% 77% 06.01.2021 - 11.01.2021

 

Tickerx_prNew value effective for
NLMK 1.50 25.12.2020 - 29.12.2020



 

TickerRcl_maxRch_maxNew value effective for
T-RM 0.2 0.2 30.12.2020 - 11.01.2021