17.03.2016 19:07
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from March 18, 2016. From this date on, the following risk parameters will be applied:
| Ticker | Minimum Initial Margin for the Market Risk, % |
Concentration Limit, # of the securities |
|||
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |
| XS0886632685 | 13% | 16% | 19% | 1 000 | 3 000 |
| XS0648402583 | 9% | 12% | 15% | 2 700 | 8 100 |
| XS0551315384 | 9% | 12% | 15% | 2 700 | 8 100 |
| XS0831571434 | 21% | 26% | 31% | 1 400 | 4 200 |
| XS0972645112 | 17% | 22% | 27% | 1 400 | 4 200 |
| XS0837020014 | 12% | 15% | 18% | 1 000 | 2 500 |
| XS0906946008 | 16% | 21% | 26% | 2 400 | 7 200 |
| XS1038646078 | 19% | 24% | 29% | 2 400 | 7 200 |
| XS0954912514 | 11% | 14% | 17% | 2 400 | 7 200 |
| XS0906949523 | 25% | 30% | 35% | 2 400 | 7 200 |
| XS0276455937 | 9% | 12% | 15% | 2 400 | 7 200 |
| XS0290581569 | 9% | 12% | 15% | 2 400 | 7 200 |
| XS1084024584 | 14% | 17% | 20% | 2 400 | 7 200 |
| XS0955232854 | 11% | 14% | 17% | 1 400 | 4 200 |
| XS0919581982 | 19% | 24% | 29% | 2 400 | 7 200 |
| XS1041815116 | 23% | 28% | 33% | 2 400 | 7 200 |
| XS1043520144 | 13% | 16% | 19% | 2 400 | 7 200 |
| XS1082459568 | 15% | 20% | 25% | 1 200 | 3 600 |
| XS1043519567 | 13% | 16% | 19% | 1 400 | 4 200 |
| XS0552679879 | 9% | 12% | 15% | 1 400 | 4 200 |
| XS0878855773 | 9% | 12% | 15% | 1 400 | 4 200 |
| XS0643176448 | 9% | 12% | 15% | 1 400 | 4 200 |
| XS0587031096 | 18% | 23% | 28% | 1 400 | 4 200 |
| XS0889402029 | 13% | 16% | 19% | 100 000 | 300 000 |
| RU000A0JUQ05 | 8% | 11% | 14% | 100 000 | 250 000 |
| RU000A0JV987 | 11% | 14% | 17% | 100 000 | 250 000 |
| RU000A0JUAD7 | 8% | 11% | 14% | 100 000 | 250 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.