Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 24/11/2021

The following risk parameters will be changed:


TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
BFB-RM 35% 77% 07.12.2021 – 09.12.2021
ADP-RM 35% 77% 08.12.2021 – 10.12.2021
BDX-RM 35% 77% 08.12.2021 – 10.12.2021
CME-RM 35% 77% 08.12.2021 – 10.12.2021
DVN-RM 35% 77% 08.12.2021 – 10.12.2021
KMB-RM 35% 77% 08.12.2021 – 10.12.2021
MGM-RM 35% 77% 08.12.2021 – 10.12.2021
NTRS-RM 35% 77% 08.12.2021 – 10.12.2021
OXY-RM 35% 77% 08.12.2021 – 10.12.2021
PPL-RM 35% 77% 08.12.2021 – 10.12.2021
TXT-RM 35% 77% 08.12.2021 – 10.12.2021
TRV-RM 35% 77% 08.12.2021 – 10.12.2021
VFC-RM 35% 77% 08.12.2021 – 10.12.2021
WMT-RM 35% 77% 08.12.2021 – 10.12.2021
WMB-RM 35% 77% 08.12.2021 – 10.12.2021