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What's new


06.09.18


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 06.09.2018. From this date on, the following risk parameters will be applied:

 

 

Ticker

Minimum Initial Margin for the Market Risk, %

Concentration Limit, # of securities

Level 1, S_1_min

Level 2, S_2_min

Level 3, S_3_min

Level 1

Level 2

        1  

 RU000A0ZZ5H3

16%

19%

22%

           100 000  

             500 000  

        2  

 RU000A0ZZ5J9

16%

19%

22%

           100 000  

             500 000  

        3  

 RU000A0ZZ984

12%

15%

18%

           200 000  

          1 000 000  

        4  

 RU000A0ZZES2

21%

24%

27%

           300 000  

          1 500 000  

        5  

 RU000A0ZZET0

21%

24%

27%

           300 000  

          1 500 000  

        6  

 RU000A0ZZER4

100%

100%

100%

               2 000  

                2 001  

        7  

 RU000A0ZZGE7

14%

17%

20%

           100 000  

             500 000