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Moscow Exchange: Risk Parameters Change For The Securities

Date 25/11/2021

The following risk parameters will be changed:


TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
ADI-RM 35% 77% 01.12.2021 – 03.12.2021
GMKN 35% 77% 01.12.2021 – 03.12.2021
ORUP 35% 77% 01.12.2021 – 03.12.2021
RASP 35% 77% 01.12.2021 – 03.12.2021
TATN 35% 77% 01.12.2021 – 03.12.2021
FDX-RM 35% 77% 09.12.2021 – 13.12.2021
FIS-RM 35% 77% 09.12.2021 – 13.12.2021