24.08.2016 15:11
Risk parameters for bond
This bond will be transferred to the partial collateral from August 25, 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 | |
| RU000A0JWNE4 | 18% | 21% | 24% | 4 000 | 20 000 |
| Ticker | IR risk (downward scenario), % | |
| Y0/Y1 (1 day) | Y0/YW (1 week) | |
| RU000A0JWNE4 | 35% | 35% |
For further information, please contact the Public Relations Department at (495) 363-3232.