23.06.2017 21:14
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from June 26, 2017. 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 | RU000A0JXR50 | 17% | 20% | 23% | 200 000 | 1 000 000 |
2 | RU000A0JXRD5 | 15% | 18% | 21% | 100 000 | 500 000 |
3 | RU000A0JWG05 | 7% | 10% | 13% | 100 000 | 500 000 |
4 | RU000A0JWUD1 | 12% | 15% | 18% | 300 000 | 1 500 000 |
5 | RU000A0JUVF8 | 7% | 10% | 13% | 100 000 | 500 000 |
6 | XS1521039054 | 22% | 25% | 28% | 20 000 | 100 000 |
7 | CH0346828400 | 18% | 21% | 24% | 2 000 | 10 000 |
8 | XS1567051443 | 17% | 20% | 23% | 10 000 | 50 000 |
9 | XS1574787294 | 20% | 23% | 26% | 3 000 | 15 000 |
10 | XS1585190389 | 24% | 27% | 30% | 15 000 | 75 000 |
11 | XS1592279522 | 22% | 25% | 28% | 17 000 | 85 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.