09.12.2015 16:37
Risk Parameters Change from December 17, 2015
Risk Parameters for the following instruments will be changed starting from December 17, 2015:
Bonds
| № | Ticker | Current IM rates | New IM rates | Current Concentration Limits | |||||
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | 1-st level | 2-d level | ||
| 1 | RU000A0JNYP6 | 13% | 17% | 21% | 11% | 15% | 19% | 200 000 | 1 000 000 |
| 2 | RU000A0JPMT8 | 9% | 12% | 15% | 7% | 10% | 13% | 100 000 | 500 000 |
| 3 | RU000A0JR1Z4 | 7% | 10% | 13% | 21% | 24% | 27% | 100 000 | 500 000 |
| 4 | RU000A0JR4J2 | 7% | 10% | 13% | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 5 | RU000A0JRUY7 | 7% | 10% | 13% | 9% | 12% | 15% | 200 000 | 1 000 000 |
| 6 | RU000A0JRV52 | 7% | 10% | 13% | 9% | 12% | 15% | 100 000 | 500 000 |
| 7 | RU000A0JT403 | 7% | 10% | 13% | 8% | 11% | 14% | 400 000 | 2 000 000 |
| 8 | RU000A0JT6B2 | 7% | 10% | 13% | 9% | 12% | 15% | 400 000 | 2 000 000 |
| 9 | RU000A0JT7M7 | 7% | 10% | 13% | 9% | 12% | 15% | 400 000 | 2 000 000 |
| 10 | RU000A0JT874 | 7% | 10% | 13% | 11% | 14% | 17% | 200 000 | 1 000 000 |
| 11 | RU000A0JT8N3 | 7% | 10% | 13% | 9% | 12% | 15% | 100 000 | 500 000 |
| 12 | RU000A0JTDX1 | 7% | 10% | 13% | 13% | 16% | 19% | 200 000 | 1 000 000 |
| 13 | RU000A0JU8T7 | 7% | 10% | 13% | 9% | 100% | 100% | 400 000 | 2 000 000 |
| 14 | RU000A0JUV57 | 7% | 10% | 13% | 11% | 14% | 17% | 200 000 | 1 000 000 |
| 15 | RU000A0JUWB5 | 16% | 21% | 25% | 13% | 18% | 22% | 200 000 | 1 000 000 |
| 16 | RU000A0JV0D7 | 7% | 10% | 13% | 9% | 12% | 15% | 200 000 | 1 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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