Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 28/01/2022

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
MKTX-RM 35% 77% 07.02.2022 - 09.02.2022
XOM-RM 35% 77% 08.02.2022 - 10.02.2022
SPGI-RM 35% 77% 08.02.2022 - 10.02.2022
SYF-RM 35% 77% 08.02.2022 - 10.02.2022
AMP-RM 35% 77% 09.02.2022 - 11.02.2022
SCHW-RM 35% 77% 09.02.2022 - 11.02.2022
GWW-RM 35% 77% 10.02.2022 - 14.02.2022
AMGN-RM 35% 77% 11.02.2022 - 15.02.2022
CTAS-RM 35% 77% 11.02.2022 - 15.02.2022
LLY-RM 35% 77% 11.02.2022 - 15.02.2022
KR-RM 35% 77% 11.02.2022 - 15.02.2022