Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 27/10/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
CF-RM 35% 77% 10.11.2021 – 15.11.2021
DUK-RM 35% 77% 09.11.2021 – 12.11.2021
IP-RM 35% 77% 10.11.2021 – 15.11.2021
KR-RM 35% 77% 10.11.2021 – 15.11.2021
LLY-RM 35% 77% 10.11.2021 – 15.11.2021
SO-RM 35% 77% 10.11.2021 – 15.11.2021
WBA-RM 35% 77% 10.11.2021 – 15.11.2021