Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 28/12/2021

The following risk parameters will be changed:


TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
ABBV-RM 35% 77% 12.01.2022 - 14.01.2022
ABT-RM 35% 77% 12.01.2022 - 14.01.2022
EOG-RM 35% 77% 12.01.2022 - 14.01.2022
FCX-RM 35% 77% 12.01.2022 - 14.01.2022
GD-RM 35% 77% 12.01.2022 - 14.01.2022
IEX-RM 35% 77% 12.01.2022 - 14.01.2022

 

TickerRcl_maxRch_maxNew value effective for
AXP-RM 0.2 0.2 29.12.2021 - 05.01.2022
BMY-RM 0.2 0.2 29.12.2021 - 05.01.2022
CMCSA-RM 0.2 0.2 29.12.2021 - 03.01.2022
CPB-RM 0.2 0.2 29.12.2021 - 04.01.2022
CSCO-RM 0.2 0.2 29.12.2021 - 03.01.2022
DRI-RM 0.2 0.2 29.12.2021 - 06.01.2022
GIS-RM 0.2 0.2 29.12.2021 - 06.01.2022
GPS-RM 0.2 0.2 29.12.2021 - 03.01.2022
INTU-RM 0.2 0.2 29.12.2021 - 06.01.2022
JPM-RM 0.2 0.2 29.12.2021 - 04.01.2022
KDP-RM 0.2 0.2 29.12.2021 - 04.01.2022
LNC-RM 0.2 0.2 29.12.2021 - 06.01.2022
MA-RM 0.2 0.2 29.12.2021 - 05.01.2022
MRVL-RM 0.2 0.2 29.12.2021 - 05.01.2022
NTAP-RM 0.2 0.2 29.12.2021 - 05.01.2022
ORCL-RM 0.2 0.2 29.12.2021 - 05.01.2022
PGR-RM 0.2 0.2 29.12.2021 - 05.01.2022
ROP-RM 0.2 0.2 29.12.2021 - 06.01.2022
SYY-RM 0.2 0.2 29.12.2021 - 05.01.2022
T-RM 0.2 0.2 29.12.2021 - 06.01.2022
VZ-RM 0.2 0.2 29.12.2021 - 06.01.2022
ABBV-RM 0.2 0.2 10.01.2022 - 12.01.2022
ABT-RM 0.2 0.2 10.01.2022 - 12.01.2022
EOG-RM 0.2 0.2 10.01.2022 - 12.01.2022
FCX-RM 0.2 0.2 10.01.2022 - 12.01.2022
GD-RM 0.2 0.2 10.01.2022 - 12.01.2022
IEX-RM 0.2 0.2 10.01.2022 - 12.01.2022