Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 29/09/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
PGR-RM 35% 77% 05.10.2021 - 07.10.2021
ABBV-RM 35% 77% 13.10.2021 - 15.10.2021
ABT-RM 35% 77% 13.10.2021 - 15.10.2021
FCX-RM 35% 77% 13.10.2021 - 15.10.2021
J-RM 35% 77% 13.10.2021 - 15.10.2021

 

TickerRcl_maxRch_maxNew value effective for
PGR-RM 0.2 0.2 01.10.2021 - 05.10.2021
ABBV-RM 0.2 0.2 08.10.2021 - 13.10.2021
ABT-RM 0.2 0.2 08.10.2021 - 13.10.2021
FCX-RM 0.2 0.2 08.10.2021 - 13.10.2021
J-RM 0.2 0.2 08.10.2021 - 13.10.2021