27.06.2016 20:53
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from June 28, 2016. 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 | |
| RU000A0JWEB9 | 20% | 24% | 28% | 200 000 | 1 000 000 |
| RU000A0JWDU1 | 16% | 20% | 24% | 200 000 | 1 000 000 |
| RU000A0JWEZ8 | 17% | 21% | 25% | 200 000 | 1 000 000 |
| RU000A0JWCF4 | 13% | 16% | 19% | 200 000 | 1 000 000 |
| RU000A0JWGG3 | 16% | 20% | 24% | 200 000 | 1 000 000 |
| XS0888245122 | 17% | 21% | 25% | 2 000 | 10 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.