Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 30/04/2021

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

TickerCurrent valueNew valueNew value effective for
CVX-RM 35% 77% 17.05.2021 - 19.05.2021
IBM-RM 35% 77% 05.05.2021 - 07.05.2021
LSRG 35% 77% 07.05.2021 - 11.05.2021
MAGN 35% 77% 29.04.2021 - 04.05.2021
MPC-RM 35% 77% 17.05.2021 - 19.05.2021
NLMK 35% 77% 07.05.2021 - 11.05.2021
TGT-RM 35% 77% 17.05.2021 - 19.05.2021
V-RM 35% 77% 12.05.2021 - 14.05.2021
VTBR 35% 77% 07.05.2021 - 11.05.2021
XOM-RM 35% 77% 11.05.2021 - 13.05.2021

 

Tickerx_prNew value effective for
NLMK 1.52 07.05.2021 - 11.05.2021

 

 

TickerRcl_maxRch_maxNew value effective for
CVX-RM 0.2 0.2 07.05.2021 - 17.05.2021
IBM-RM 0.2 0.2 04.05.2021 - 06.05.2021
MPC-RM 0.2 0.2 07.05.2021 - 17.05.2021
TGT-RM 0.2 0.2 07.05.2021 - 17.05.2021
V-RM 0.2 0.2 04.05.2021 - 12.05.2021
XOM-RM 0.2 0.2 04.05.2021 - 11.05.2021