Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 01/11/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AKRN 35% 77% 05.11.2021 – 09.11.2021
AWK-RM 35% 77% 05.11.2021 – 10.11.2021
CHD-RM 35% 77% 10.11.2021 – 15.11.2021
CNP-RM 35% 77% 16.11.2021 – 18.11.2021
CVX-RM 35% 77% 16.11.2021 – 18.11.2021
LKQ-RM 35% 77% 05.11.2021 – 10.11.2021
LW-RM 35% 77% 02.11.2021 – 04.11.2021
MAS-RM 35% 77% 09.11.2021 – 12.11.2021
MRKP 35% 77% 03.11.2021 – 08.11.2021
MRO-RM 35% 77% 13.11.2021 – 17.11.2021
MSFT-RM 35% 77% 16.11.2021 – 18.11.2021
NSC-RM 35% 77% 02.11.2021 – 04.11.2021
PH-RM 35% 77% 09.11.2021 – 12.11.2021
ROL-RM 35% 77% 05.11.2021 – 10.11.2021
SJM-RM 35% 77% 09.11.2021 – 12.11.2021
STZ-RM 35% 77% 02.11.2021 – 04.11.2021
VLO-RM 35% 77% 16.11.2021 – 18.11.2021
WAB-RM 35% 77% 10.11.2021 – 15.11.2021
WEC-RM 35% 77% 09.11.2021 – 12.11.2021
WRK-RM 35% 77% 05.11.2021 – 10.11.2021
WST-RM 35% 77% 05.11.2021 – 10.11.2021
XLNX-RM 35% 77% 03.11.2021 – 08.11.2021
ZION-RM 35% 77% 05.11.2021 – 10.11.2021