21.02.2022 14:01
Risk Parameters Change for the Securities
According to clarifying previously published news https://www.moex.com/n40936/?nt=200, the following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| SNA-RM | 35% | 77% | 21.02.2022 - 23.02.2022 |
| HON-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| RTX-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| DOV-RM | 35% | 77% | 24.02.2022 - 28.02.2022 |
| VMC-RM | 35% | 77% | 25.02.2022 - 01.03.2022 |
| ES-RM | 35% | 77% | 01.03.2022 - 03.03.2022 |
| MOS-RM | 35% | 77% | 01.03.2022 - 03.03.2022 |
| QCOM-RM | 35% | 77% | 01.03.2022 - 03.03.2022 |