18.01.2017 10:52
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from January 18, 2017. 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 | |
| RU000A0JWZT6 | 18% | 21% | 24% | 140 000 | 700 000 |
| RU000A0JVTA1 | 10% | 13% | 16% | 100 000 | 500 000 |
| RU000A0JWUB5 | 12% | 15% | 18% | 140 000 | 700 000 |
| RU000A0JVWA5 | 7% | 10% | 13% | 100 000 | 500 000 |
| RU000A0JVUZ6 | 7% | 10% | 13% | 200 000 | 1 000 000 |
| RU000A0JUG98 | 100% | 100% | 100% | 2 000 | 2 001 |
| RU000A0JVT76 | 11% | 14% | 17% | 100 000 | 500 000 |
| RU000A0JVUL6 | 13% | 16% | 19% | 200 000 | 1 000 000 |
| RU000A0JVMB4 | 100% | 100% | 100% | 2 000 | 2 001 |
| RU000A0JVEH8 | 11% | 14% | 17% | 110 000 | 550 000 |
| RU000A0JWBF6 | 16% | 19% | 22% | 200 000 | 1 000 000 |
| RU000A0JWBE9 | 16% | 19% | 22% | 100 000 | 500 000 |
| XS0935311240 | 21% | 24% | 27% | 1 280 000 | 6 400 000 |
| RU000A0JX0P9 | 12% | 15% | 18% | 200 000 | 1 000 000 |
| RU000A0JWZY6 | 15% | 18% | 21% | 200 000 | 1 000 000 |
| RU000A0JX009 | 16% | 19% | 22% | 200 000 | 1 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.