12.05.2020 19:59
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 13.05.2020. 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 | SU26233RMFS5 | 13% | 14% | 15% | 1,000,000 | 5,000,000 |