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 ratesNew IM ratesNew concentration limits, sec.
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_min1st level2nd level
1EPLNEuroplan100%100%100%70%85%95%3 4306 860

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

TickerCurrent valueNew value
EPLN20%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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