20.03.2015 18:19
On Anticipated Changes in the NCC Clearing List
Eurobonds will be included in the Clearing List starting from March, 23 2015. From this date on, the following risk parameters will be applied:
| № | Ticker | 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 | XS0381439305 | 17.00% | 22.00% | 32.00% | 3 200 | 16 000 |
| 2 | XS0554659671 | 20.00% | 25.00% | 35.00% | 3 400 | 17 000 |
| 3 | XS0461926569 | 19.00% | 24.00% | 34.00% | 3 200 | 16 000 |
| 4 | XS0922296883 | 17.00% | 22.00% | 32.00% | 3 400 | 17 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.