27.06.2016 20:53

Risk parameters for new bonds

New bonds will be accepted to margin trading starting from June 28, 2016. From this date on, the following risk parameters will be applied:

Ticker Minimum Initial Margin for the Market Risk, %

Concentration Limit,

# of securities

Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
RU000A0JWEB9 20% 24% 28% 200 000 1 000 000
RU000A0JWDU1 16% 20% 24% 200 000 1 000 000
RU000A0JWEZ8 17% 21% 25% 200 000 1 000 000
RU000A0JWCF4 13% 16% 19% 200 000 1 000 000
RU000A0JWGG3 16% 20% 24% 200 000 1 000 000
XS0888245122 17% 21% 25% 2 000 10 000

 

For further information, please contact the Public Relations Department at (495) 363-3232.

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