16.07.2015 11:25
On Anticipated Changes in the NCC Clearing List
New inflation-indexed government bonds will be included into the Clearing List starting from July, 17 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 | SU52001RMFS3 | 12% | 15% | 18% | 1 000 000 | 5 000 000 |
These securities will be included into the List of Securities Accepted as Collateral and the List of Securities Eligible for the Guarantee Fund.
For further information, please contact the Public Relations Department at (495) 363-3232.