17.08.2016 20:26
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from August 18, 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 | |
| RU000A0JV243 | 10% | 13% | 16% | 600000 | 3000000 |
| RU000A0JV250 | 10% | 13% | 16% | 600000 | 3000000 |
| RU000A0JV268 | 10% | 13% | 16% | 600000 | 3000000 |
| RU000A0JV292 | 20% | 23% | 26% | 2000000 | 10000000 |
| RU000A0JV284 | 20% | 23% | 26% | 2000000 | 10000000 |
| RU000A0JV789 | 20% | 23% | 26% | 1000000 | 5000000 |
| RU000A0JV7D2 | 20% | 23% | 26% | 1000000 | 5000000 |
| RU000A0JV7C4 | 20% | 23% | 26% | 1000000 | 5000000 |
| RU000A0JV2A9 | 20% | 23% | 26% | 500000 | 2500000 |
| RU000A0JV797 | 20% | 23% | 26% | 500000 | 2500000 |
| RU000A0JV771 | 20% | 23% | 26% | 500000 | 2500000 |
For further information, please contact the Public Relations Department at (495) 363-3232.