18.12.2015 18:42
Risk parameters for new securities
New bonds will be accepted to margin trading starting from December, 21 2015. From this date on, the following risk parameters will be applied:
| № | ISIN | Trading Code |
Minimum Initial Margin for the Market Risk, % |
Concentration Limit, numbers of the securities |
|||
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||
| 1 | XS1298447019 | XS1298447019 | 21% | 25% | 29% | 4 000 | 20 000 |
| 2 | RU000A0JUB02 | RU000A0JUB02 | 13% | 16% | 19% | 100 000 | 400 000 |
| 3 | RU000A0JUJG1 | RU000A0JUJG1 | 21% | 26% | 31% | 50 000 | 200 000 |
| 4 | RU000A0JUW23 | RU000A0JUW23 | 22% | 27% | 32% | 50 000 | 200 000 |
| 5 | RU000A0JRSK0 | RU000A0JRSK0 | 8% | 11% | 14% | 50 000 | 200 000 |
| 6 | RU000A0JVMD0 | RU000A0JVMD0 | 20% | 24% | 28% | 50 000 | 200 000 |
| 7 | RU000A0JVM99 | RU000A0JVM99 | 20% | 24% | 28% | 50 000 | 200 000 |
| 8 | XS0555493203 | XS0555493203 | 18% | 21% | 24% | 4 000 | 20 000 |
| 9 | XS0775984213 | XS0775984213 | 8% | 11% | 14% | 1 200 | 6 000 |
| 10 | XS0841671000 | XS0841671000 | 22% | 26% | 30% | 2 400 | 12 000 |
| 11 | XS0808632847 | XS0808632847 | 10% | 13% | 16% | 2 400 | 12 000 |
| 12 | XS0643183220 | XS0643183220 | 20% | 24% | 28% | 4 000 | 20 000 |
| 13 | XS0783242877 | XS0783242877 | 14% | 17% | 20% | 2 000 | 10 000 |
| 14 | XS0923110232 | XS0923110232 | 11% | 14% | 17% | 2 000 | 10 000 |
| 15 | XS0783934325 | XS0783934325 | 15% | 18% | 21% | 2 000 | 10 000 |
| 16 | XS0366630902 | XS0366630902 | 11% | 14% | 17% | 4 000 | 20 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.