Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 101,018.63 +592.32

Moscow Exchange: Risk Parameters Change For The Securities

Date 03/08/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
BKR-RM 35% 77% 06.08.2021 - 10.08.2021
CF-RM 35% 77% 12.08.2021 - 16.08.2021
HON-RM 35% 77% 11.08.2021 - 13.08.2021
MPC-RM 35% 77% 16.08.2021 - 18.08.2021
MRO-RM 35% 77% 16.08.2021 - 18.08.2021
PCAR-RM 35% 77% 16.08.2021 - 18.08.2021
PSX-RM 35% 77% 16.08.2021 - 18.08.2021
SMLT 35% 77% 05.08.2021 - 09.08.2021
TGT-RM 35% 77% 16.08.2021 - 18.08.2021
XOM-RM 35% 77% 11.08.2021 - 13.08.2021

 

TickerRcl_maxRch_maxNew value effective for
BKR-RM 0.2 0.2 04.08.2021 - 06.08.2021
CF-RM 0.2 0.2 10.08.2021 - 12.08.2021
HON-RM 0.2 0.2 09.08.2021 - 11.08.2021
MPC-RM 0.2 0.2 12.08.2021 - 16.08.2021
MRO-RM 0.2 0.2 12.08.2021 - 16.08.2021
PCAR-RM 0.2 0.2 12.08.2021 - 16.08.2021
PSX-RM 0.2 0.2 12.08.2021 - 16.08.2021
TGT-RM 0.2 0.2 12.08.2021 - 16.08.2021
XOM-RM 0.2 0.2 09.08.2021 - 11.08.2021