01.07.2016 18:35
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from July 04, 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 | |
RU000A0JW662 | 12% | 16% | 20% | 200 000 | 1 000 000 |
RU000A0JWC82 | 17% | 21% | 25% | 200 000 | 1 000 000 |
RU000A0JWBK6 | 20% | 24% | 28% | 200 000 | 1 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.