30.09.2020 13:16
Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 30.09.2020. From this date on, the following risk parameters will be applied:
№ | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Eligible collateral | |||
---|---|---|---|---|---|---|---|---|
Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
1 | SU29016RMFS1 | 8% | 9% | 10% | 1 000 000 | 5 000 000 | No | Yes |