Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For Securities

Date 01/07/2015

The following risk parameters for the securities MTSS, HYDR, VTBR, NVTK, EONR, URKA will be changed:

CodeRisk parameters ValuePeriod
MTSS S1_min 22% 03.07.2015-08.07.2015
S2_min 27%
S3_min 32%
MTSS Δ_1(2,3)_min (Y0/Y1) 77% 03.07.2015-08.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
HYDR Δ_1(2,3)_min (Y0/Y1) 77% 03.07.2015-08.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
VTBR Δ_1(2,3)_min (Y0/Y1) 77% 02.07.2015-07.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
NVTK Δ_1(2,3)_min (Y0/Y1) 77% 03.07.2015-08.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
EONR Δ_1(2,3)_min (Y0/Y1) 77% 03.07.2015-08.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
URKA Δ_1(2,3)_min (Y0/Y1) 77% 06.07.2015-09.07.2015
Δ_1(2,3)_min (Y0/Y1W) 55%
MTSS LPenRate -200% на 07.07.2015
HYDR LPenRate -200% на 07.07.2015
VTBR LPenRate -200% на 06.07.2015
NVTK LPenRate -200% на 07.07.2015
EONR LPenRate -200% на 07.07.2015
URKA LPenRate -200% на 08.07.2015