Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities - Update 1

Date 17/12/2021

According to clarifying previously published news https://www.moex.com/n38859/?nt=200, 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% 16.12.2021 - 20.12.2021
PIKK 35% 77% 21.12.2021 - 23.12.2021
DHR-RM 35% 77% 28.12.2021 - 30.12.2021
DE-RM 35% 77% 28.12.2021 - 30.12.2021
EIX-RM 35% 77% 28.12.2021 - 30.12.2021
HUM-RM 35% 77% 28.12.2021 - 30.12.2021
ITW-RM 35% 77% 28.12.2021 - 30.12.2021
MKC-RM 35% 77% 28.12.2021 - 30.12.2021
MDLZ-RM 35% 77% 28.12.2021 - 30.12.2021
NUE-RM 35% 77% 28.12.2021 - 30.12.2021
PXD-RM 35% 77% 28.12.2021 - 30.12.2021
SYK-RM 35% 77% 28.12.2021 - 30.12.2021
APD-RM 35% 77% 29.12.2021 - 03.01.2022
CAH-RM 35% 77% 29.12.2021 - 03.01.2022
COP-RM 35% 77% 29.12.2021 - 03.01.2022
RSG-RM 35% 77% 29.12.2021 - 03.01.2022