21.06.2018 19:26
Risk parameters for new bonds
New bonds will be accepted to margin trading. 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 | RU000A0ZZAL5 | 16% | 19% | 22% | 3 000 | 15 000 |
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