Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 14/09/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
BEN-RM 35% 77% 28.09.2021 - 30.09.2021
GE-RM 35% 77% 23.09.2021 - 27.09.2021
HUM-RM 35% 77% 28.09.2021 - 30.09.2021
ITW-RM 35% 77% 28.09.2021 - 30.09.2021
MDLZ-RM 35% 77% 28.09.2021 - 30.09.2021
RL-RM 35% 77% 22.09.2021 - 24.09.2021
SYK-RM 35% 77% 28.09.2021 - 30.09.2021

 

TickerRcl_maxRch_maxNew value effective for
BEN-RM 0.2 0.2 24.09.2021 - 28.09.2021
GE-RM 0.2 0.2 21.09.2021 - 23.09.2021
HUM-RM 0.2 0.2 24.09.2021 - 28.09.2021
ITW-RM 0.2 0.2 24.09.2021 - 28.09.2021
MDLZ-RM 0.2 0.2 24.09.2021 - 28.09.2021
RL-RM 0.2 0.2 20.09.2021 - 22.09.2021
SYK-RM 0.2 0.2 24.09.2021 - 28.09.2021