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circuit breaker rules and price limits

Securities Commission Malaysia (SC) and Bursa Malaysia Bhd will temporarily revise the rulings on circuit breaker (CB) guidelines for the FBM KLCI index as well as static and dynamic price limits for KLCI component stocks.

In a joint statement today, the regulators said they will be temporarily reducing the circuit breaker levels from three levels (10%, 15% and 20%) to two levels (10% and 15% only).

According to the CB rulings, the first level of the CB is triggered when the FBM KLCI falls by an aggregate of 10% or more but less than 15% of previous market day's closing.

If the first level is triggered from 9am to before 11.15am and from 2.30pm to before 3.30pm, trading would halt for an hour.

However, if the first level is triggered from 11.15am to 12.30pm and from 3.30pm to 5pm, trading would be stopped for the rest of the session.

Meanwhile, if the second level is triggered — whereby the FBM KLCI falls by an aggregate of or more than 15% of the previous market day's closing index — trading would be halted for the rest of the day.

For the price limits, the KLCI component stocks that are trading equal or more than RM1 per share, the upper limit price is capped at 30% intraday while the lower limit is set at -15% intraday. In terms of dynamic price limit, upper limit is set at +8%, while lower dynamic limit is capped at -5%.

As for KLCI stocks that are trading less than RM1 per share, the upper limit price is set at +30 sen, while lower limit price is capped at -15 sen. Meanwhile, upper dynamic price limit is set at +8 sen, lower dynamic limit is capped -5 sen. Currently, none of index component stocks are traded at below RM1. 

The two regulators said the revisions will be applicable for a six-month period from July 20, 2020 to Jan 18, 2021.

"The decision for these precautionary measures took into account global market conditions that remain volatile amidst persistent uncertainties due to Covid-19, continued economic weaknesses and the re-escalation of geopolitical tensions."

"The SC and Bursa Malaysia will continue to closely monitor global developments and take a prudent approach in implementing the necessary measures to support a fair and orderly market," the regulators said.

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