28.05.2020 19:40
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 29.05.2020. 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 | RU000A101M04 | 42% | 45% | 48% | 500,000 | 2,500,000 |
| 2 | RU000A101LS1 | 44% | 47% | 50% | 200,000 | 1,000,000 |
| 3 | XS2159874002 | 52% | 55% | 58% | 300,000 | 1,500,000 |
| 4 | RU000A101LJ0 | 17% | 20% | 23% | 300,000 | 1,500,000 |
| 5 | RU000A101MC3 | 14% | 17% | 20% | 200,000 | 1,000,000 |
| 6 | RU000A101PJ1 | 14% | 17% | 20% | 200,000 | 1,000,000 |
| 7 | RU000A101LY9 | 14% | 17% | 20% | 240,000 | 1,200,000 |
| 8 | RU000A101MB5 | 7% | 10% | 13% | 30,000 | 150,000 |
| 9 | RU000A100D89 | 100% | 100% | 100% | 2,000 | 2,001 |
| 10 | RU000A101MT7 | 100% | 100% | 100% | 2,000 | 2,001 |