17.07.2015 18:08
On Anticipated Changes in the NCC Clearing List
New bonds RU000A0JUXJ6 will be included into the Clearing List starting from July, 20 2015. From this date on, the following risk parameters will be applied:
| № | ISIN |
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 | RU000A0JUXJ6 | 8% | 11% | 14% | 200 000 | 1 000 000 | |
For further information, please contact the Public Relations Department at (495) 363-3232.