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11.06.19


Risk parameters for new bonds


New bonds will be accepted to margin trading starting from 13.06.2019. 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  

 RU000A0JVF64

100%

100%

100%

               2 000  

                2 001  

        2  

 RU000A100DZ5

12%

15%

18%

           200 000  

          1 000 000  

        3  

 RU000A100A66

18%

21%

24%

           150 000  

             750 000  

        4  

 RU000A1009Z8

100%

100%

100%

               2 000  

                2 001  

        5  

 RU000A1008Y3

14%

17%

20%

           100 000  

             500 000  

        6  

 RU000A100ER0

100%

100%

100%

               2 000  

                2 001  

        7  

 RU000A100881

14%

17%

20%

           300 000  

          1 500 000  

        8  

 RU000A100E88

14%

17%

20%

           160 000  

             800 000  

        9  

 XS0070553820

24%

27%

30%

               2 252  

               11 260  

      10  

 XS1843435337

22%

25%

28%

             10 000  

               50 000  

      11  

 XS2009879425

100%

100%

100%

               2 000  

                2 001  

      12  

 RU000A100EL3

3%

4%

5%

         1 000 000  

          5 000 000