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.