Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 27/01/2022

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
NSC-RM 35% 77% 02.02.2022 - 04.02.2022
WFC-RM 35% 77% 02.02.2022 - 04.02.2022
ADM-RM 35% 77% 04.02.2022 - 08.02.2022
ROL-RM 35% 77% 08.02.2022 - 10.02.2022
TFC-RM 35% 77% 09.02.2022 - 11.02.2022
JEF-RM 35% 77% 10.02.2022 - 14.02.2022
WEC-RM 35% 77% 10.02.2022 - 14.02.2022

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
NSC-RM 35% 77% 02.02.2022 - 04.02.2022
WFC-RM 35% 77% 02.02.2022 - 04.02.2022
ADM-RM 35% 77% 04.02.2022 - 08.02.2022
ROL-RM 35% 77% 08.02.2022 - 10.02.2022
TFC-RM 35% 77% 09.02.2022 - 11.02.2022
JEF-RM 35% 77% 10.02.2022 - 14.02.2022
WEC-RM 35% 77% 10.02.2022 - 14.02.2022