Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 19/10/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AES-RM 35% 77% 29.10.2021 - 02.11.2021
FE-RM 35% 77% 02.11.2021 - 04.11.2021
HWM-RM 35% 77% 02.11.2021 - 04.11.2021
INTC-RM 35% 77% 02.11.2021 - 04.11.2021
NRG-RM 35% 77% 28.10.2021 - 01.11.2021
PFE-RM 35% 77% 02.11.2021 - 04.11.2021
UNM-RM 35% 77% 27.10.2021 - 29.10.2021

 

TickerRcl_maxRch_maxNew value effective for
AES-RM 0.2 0.2 27.10.2021 - 29.10.2021
FE-RM 0.2 0.2 29.10.2021 - 02.11.2021
HWM-RM 0.2 0.2 29.10.2021 - 02.11.2021
INTC-RM 0.2 0.2 29.10.2021 - 02.11.2021
NRG-RM 0.2 0.2 26.10.2021 - 28.10.2021
PFE-RM 0.2 0.2 29.10.2021 - 02.11.2021
UNM-RM 0.2 0.2 25.10.2021 - 27.10.2021