02.08.2016 21:07
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from August 03, 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 | |
| RU000A0JWCL2 | 12% | 15% | 18% | 100 000 | 500 000 |
| RU000A0JWGS8 | 15% | 19% | 23% | 100 000 | 500 000 |
| RU000A0JW9R7 | 8% | 11% | 14% | 100 000 | 500 000 |
| RU000A0JWE56 | 9% | 12% | 15% | 100 000 | 500 000 |
| RU000A0JWC74 | 12% | 15% | 18% | 100 000 | 500 000 |
| RU000A0JW5J2 | 7% | 10% | 13% | 100 000 | 500 000 |
| RU000A0JWHT4 | 15% | 19% | 23% | 200 000 | 1 000 000 |
| RU000A0JWH46 | 16% | 20% | 24% | 200 000 | 1 000 000 |
| RU000A0JWCD9 | 12% | 15% | 18% | 200 000 | 1 000 000 |
| RU000A0JVUK8 | 14% | 17% | 20% | 100 000 | 500 000 |
| RU000A0JWK41 | 16% | 20% | 24% | 200 000 | 1 000 000 |
| RU000A0JVQA7 | 12% | 15% | 18% | 100 000 | 500 000 |
| RU000A0JV1W5 | 10% | 13% | 16% | 300 000 | 1 500 000 |
| RU000A0JV1X3 | 10% | 13% | 16% | 300 000 | 1 500 000 |
| RU000A0JV201 | 10% | 13% | 16% | 400 000 | 2 000 000 |
| RU000A0JV219 | 10% | 13% | 16% | 400 000 | 2 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.