Subscription Print version

19.10.2021 18:02

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
AES-RM	35%	77%	29.10.2021 - 02.11.2021
FE-RM	35%	77%	02.11.2021 - 04.11.2021
HWM-RM	35%	77%	02.11.2021 - 04.11.2021
INTC-RM	35%	77%	02.11.2021 - 04.11.2021
NRG-RM	35%	77%	28.10.2021 - 01.11.2021
PFE-RM	35%	77%	02.11.2021 - 04.11.2021
UNM-RM	35%	77%	27.10.2021 - 29.10.2021

Ticker	Rcl_max	Rch_max	New value effective for
AES-RM	0.2	0.2	27.10.2021 - 29.10.2021
FE-RM	0.2	0.2	29.10.2021 - 02.11.2021
HWM-RM	0.2	0.2	29.10.2021 - 02.11.2021
INTC-RM	0.2	0.2	29.10.2021 - 02.11.2021
NRG-RM	0.2	0.2	26.10.2021 - 28.10.2021
PFE-RM	0.2	0.2	29.10.2021 - 02.11.2021
UNM-RM	0.2	0.2	25.10.2021 - 27.10.2021

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

20.10.21	Moscow Exchange unveils fastest data feed for derivatives
20.10.21	Results of auction for placement of the Russian Federation government bonds
20.10.21	Moscow Exchange to host International Investment Forum 2021
19.10.21	Risk parameters change on Securities market
19.10.21	Risk parameters change for the security WU-RM
19.10.21	Risk Parameters Change for the Securities
19.10.21	Risk parameters for RENI shares
19.10.21	Moscow Exchange trading schedule 2021 holidays
19.10.21	Risk parameters change on Securities market
All news