Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 15/10/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AOS-RM 35% 77% 27.10.2021 - 29.10.2021
CAG-RM 35% 77% 28.10.2021 - 01.11.2021
CAT-RM 35% 77% 21.10.2021 - 25.10.2021
FAST-RM 35% 77% 22.10.2021 - 26.10.2021
NI-RM 35% 77% 27.10.2021 - 29.10.2021
PG-RM 35% 77% 20.10.2021 - 22.10.2021

 

TickerRcl_maxRch_maxNew value effective for
AOS-RM 0.2 0.2 25.10.2021 - 27.10.2021
CAG-RM 0.2 0.2 26.10.2021 - 28.10.2021
CAT-RM 0.2 0.2 19.10.2021 - 21.10.2021
FAST-RM 0.2 0.2 20.10.2021 - 22.10.2021
NI-RM 0.2 0.2 25.10.2021 - 27.10.2021
PG-RM 0.2 0.2 18.10.2021 - 20.10.2021