14.04.2020 19:57
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 15.04.2020. 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 | XS2152970393 | 100% | 100% | 100% | 2 000 | 2 001 |
2 | RU000A101KR5 | 3% | 4% | 5% | 1 000 000 | 5 000 000 |
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