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17.08.2016 11:43

Risk Parameters Change

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.

For further information, please contact the Public Relations Department at (495) 363-3232.

Risk parameters