14.07.2016 19:00
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from July 15, 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 | |||
1 | RU000A0JVYG8 | 12% | 15% | 18% | 100 000 | 500 000 | |
2 | RU000A0JUW31 | 17% | 21% | 25% | 100 000 | 500 000 | |
3 | RU000A0JUW72 | 17% | 21% | 25% | 100 000 | 500 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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