22.01.2016 16:33
U.S. dollar-denominated Eurobonds
Sovereign Eurobonds, corporate Eurobonds and Russian bonds denominated in USD will be traded with T+2 settlement starting from January, 25 2016. From this date on, the following risk parameters will be applied for new bonds:
| № | Ticker |
Minimum Initial Margin for the Market Risk, % |
Concentration Limit, numbers of the securities |
Ban for short sells | |||
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||
| 1 | RU000A0JTYF4 | 15% | 18% | 21% | 1250 | 6250 | No |
| 2 | RU000A0JTYE7 | 15% | 18% | 21% | 1250 | 6250 | No |
| 3 | RU000A0JTYD9 | 15% | 18% | 21% | 1250 | 6250 | No |
| 4 | RU000A0JT7P0 | 12% | 15% | 18% | 1250 | 6250 | No |
| 5 | RU000A0JT7N5 | 12% | 15% | 18% | 1250 | 6250 | No |
| 6 | RU000A0JSB14 | 10% | 13% | 16% | 1250 | 6250 | No |
| 7 | RU000A0JSB06 | 10% | 13% | 16% | 1250 | 6250 | No |
| 8 | RU000A0JSAZ4 | 10% | 13% | 16% | 1250 | 6250 | No |
| 9 | RU000A0JSAV3 | 10% | 13% | 16% | 1250 | 6250 | No |
| 10 | RU000A0JUFH7 | 19% | 23% | 27% | 1250 | 6250 | No |
| 11 | RU000A0JUFG9 | 19% | 23% | 27% | 1250 | 6250 | No |
| 12 | RU000A0JUFF1 | 19% | 23% | 27% | 1250 | 6250 | No |
| 13 | RU000A0JUFE4 | 19% | 23% | 27% | 1250 | 6250 | No |
| 14 | RU000A0JTYG2 | 15% | 18% | 21% | 1250 | 6250 | No |
| 15 | XS0863583281 | 10% | 13% | 16% | 1250 | 6250 | No |
| 16 | XS0810596832 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 17 | XS0585211591 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 18 | XS0911599701 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 19 | XS1086084123 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 20 | XS0851672435 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 21 | XS0776121062 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 22 | XS0848137708 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 23 | XS0359381331 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 24 | XS0924078453 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 25 | XS1327118284 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 26 | XS1327117633 | 100% | 100% | 100% | 2000 | 2001 | Yes |
| 27 | XS0925043100 | 100% | 100% | 100% | 2000 | 2001 | Yes |
The securities will not be accepted as collateral.
For further information, please contact the Public Relations Department at (495) 363-3232.