28.05.2015 20:10
Risk Parameters Change
This is to inform you that the following risk parameters will be applied starting from 1 June, 2015:
| № | Security code | Minimum initial margin rates, % | Concentration limits | |||
| 1st level, S_1_min | 2d level, S_2_min | 3d level, S_3_min | 1st level | 2d level | ||
| 1 | PGIL | 30% | 40% | 50% | 16 340 | 32 680 |
| 2 | MSTT | 70% | 85% | 95% | 30 600 | 61 200 |
| 3 | RUALR | 40% | 50% | 60% | 10 640 | 21 270 |
| 4 | VSMO | 60% | 70% | 80% | 270 | 541 |
| 5 | OGKB | 40% | 50% | 60% | 56 281 000 | 112 562 000 |
| 6 | SIBN | 40% | 50% | 60% | 97 640 | 195 280 |
| 7 | MSNG | 40% | 50% | 60% | 6 568 000 | 13 135 000 |
| 8 | PLZL | 40% | 50% | 60% | 4 358 | 8 715 |
| 9 | TGKA | 40% | 50% | 60% | 629 600 000 | 1 259 200 000 |
| 10 | RASP | 50% | 60% | 70% | 832 800 | 1 665 590 |
| 11 | MTLRP | 50% | 60% | 70% | 339 470 | 678 930 |
| 12 | TRMK | 50% | 75% | 95% | 228 000 | 570 000 |
| 13 | MTLR | 70% | 85% | 95% | 1 949 588 | 3 899 175 |
| 14 | FXGD | 12% | 18% | 25% | 5 377 | 10 753 |
| 15 | FXRU | 18% | 23% | 28% | 516 | 1 031 |
| 16 | FXIT | 21% | 35% | 45% | 1 181 | 2 361 |
| 17 | FXUS | 21% | 35% | 45% | 1 280 | 2 559 |
| 18 | FXRB | 50% | 60% | 70% | 2 763 | 5 525 |
| 19 | FXDE | 50% | 60% | 70% | 1 429 | 2 858 |
| 20 | FXJP | 50% | 60% | 70% | 1 429 | 2 858 |
| 21 | FXAU | 50% | 60% | 70% | 1 725 | 3 449 |
| 22 | FXUK | 50% | 60% | 70% | 1 539 | 3 077 |
| 23 | FXCN | 50% | 60% | 70% | 1 223 | 2 445 |
| 24 | FXMM | 50% | 60% | 70% | 2 271 | 4 542 |
| 25 | PHST | 60% | 70% | 80% | 2 500 | 5 000 |
| 26 | ENRU | 60% | 70% | 80% | 2 987 000 | 5 974 000 |
| 27 | OFCB | 60% | 70% | 80% | 2 186 | 4 371 |
| 28 | AVAZ | 60% | 70% | 80% | 211 400 | 422 700 |
| 29 | NKNCP | 60% | 70% | 80% | 113 000 | 225 900 |
| 30 | BSPB | 60% | 70% | 80% | 78 010 | 156 010 |
| 31 | VZRZ | 60% | 70% | 80% | 5 883 | 11 765 |
| 32 | MRKC | 60% | 70% | 80% | 10 041 000 | 20 081 000 |
| 33 | NMTP | 60% | 70% | 80% | 1 651 000 | 3 301 000 |
| 34 | GCHE | 60% | 70% | 80% | 3 478 | 6 955 |
| 35 | PRTK | 60% | 70% | 80% | 61 900 | 123 800 |
| 36 | APTK | 70% | 85% | 95% | 172 780 | 345 550 |
| 37 | AVAZP | 70% | 85% | 95% | 756 500 | 1 512 900 |
| 38 | OTCP | 70% | 85% | 95% | 13 160 | 26 320 |
| 39 | SELG | 70% | 85% | 95% | 578 800 | 1 157 500 |
| 40 | CHZN | 70% | 85% | 95% | 5 690 | 11 380 |
| № | Security code | Minimum initial margin rates, % | Concentration limits | |||
| 1st level, S_1_min | 2d level, S_2_min | 3d level, S_3_min | 1st level | 2d level | ||
| 1 | SU29007RMFS0 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
| 2 | SU29008RMFS8 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
| 3 | SU29009RMFS6 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
| 4 | SU29010RMFS4 | 8% | 11% | 14% | 1 000 000 | 5 000 000 |
For further information, please contact the Public Relations Department at (495) 363-3232.