MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
15.09.2021 18:19

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
Current value New value
APD-RM 35% 77% 29.09.2021 - 01.10.2021
BMY-RM 35% 77% 29.09.2021 - 01.10.2021
CAH-RM 35% 77% 29.09.2021 - 01.10.2021
MU-RM 35% 77% 29.09.2021 - 01.10.2021
STT-RM 35% 77% 29.09.2021 - 01.10.2021
SYY-RM 35% 77% 29.09.2021 - 01.10.2021

 

Ticker Rcl_max Rch_max New value effective for
APD-RM 0.2 0.2 27.09.2021 - 29.09.2021
BMY-RM 0.2 0.2 27.09.2021 - 29.09.2021
CAH-RM 0.2 0.2 27.09.2021 - 29.09.2021
MU-RM 0.2 0.2 27.09.2021 - 29.09.2021
STT-RM 0.2 0.2 27.09.2021 - 29.09.2021
SYY-RM 0.2 0.2 27.09.2021 - 29.09.2021
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
27.09.2021
Main news