09.06.2020 20:55
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 10.06.2020. 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 | RU000A101R74 | 3% | 4% | 5% | 1,000,000 | 5,000,000 |
| 2 | SU26234RMFS3 | 6% | 7% | 8% | 1,000,000 | 5,000,000 |
| 3 | RU000A101HY7 | 100% | 100% | 100% | 2,000 | 2,001 |
| 4 | XS2184850811 | 100% | 100% | 100% | 2,000 | 2,001 |
| 5 | XS2183933576 | 100% | 100% | 100% | 2,000 | 2,001 |