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What's new


06.03.19


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 07.03.2019. 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  

 XS1951067039

19%

22%

25%

               10 000  

               50 000  

         2  

 RU000A0ZZYR2

9%

12%

15%

              400 000  

           2 000 000  

         3  

 RU000A100089

9%

12%

15%

              165 000  

              825 000  

         4  

 RU000A0ZYKG7

8%

11%

14%

              100 000  

              500 000  

         5  

 RU000A0ZZZP3

13%

16%

19%

              200 000  

           1 000 000  

         6  

 RU000A1002L3

13%

16%

19%

              100 000  

              500 000  

         7  

 RU000A0JWPL4

14%

17%

20%

              100 000  

              500 000  

         8  

 RU000A1002U4

14%

17%

20%

              200 000  

           1 000 000  

         9  

 RU000A1004G9

12%

15%

18%

              200 000  

           1 000 000  

        10  

 RU000A1003L1

14%

17%

20%

              200 000  

           1 000 000  

CCP NCC is changing risk parameters on Securities market for the following bond starting from 07.03.2019:

Ticker

Current IM rates

New IM rates

 

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

 
 

1

RU000A0JRDY3

100%

100%

100%

12%

15%

18%