Moscow Exchange announces risk parameters change


Moscow Exchange (MOEX) has announced that NCC Clearing Bank is changing risk parameters in Securities market for EPLN (Europlan) shares starting from August 24, 2016:

Ticker

Name

Current IM rates New IM rates New concentration limits, sec.
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min 1st level 2nd level
1 EPLN Europlan 100% 100% 100% 70% 85% 95% 3 430 6 860

IR risk (downward scenario) – SECΔ_1 (Y0/Y1 and Y0/YW)

Ticker Current value New value
EPLN 20% 35%

NCC cancels a ban for shortsells for EPLN shares starting from August 24, 2016.

 

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Moscow Exchange announces risk parameters change

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