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