New bonds will be accepted to margin trading starting from 19.02.2020. 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 |
RU000A1013P1 |
21% |
24% |
27% |
200 000 |
1 000 000 |
|
2 |
RU000A101137 |
12% |
15% |
18% |
500 000 |
2 500 000 |
|
3 |
RU000A101350 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
4 |
RU000A100YF3 |
18% |
21% |
24% |
200 000 |
1 000 000 |
|
5 |
RU000A101228 |
14% |
17% |
20% |
100 000 |
500 000 |
|
6 |
RU000A101939 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
7 |
RU000A100VQ6 |
17% |
20% |
23% |
500 000 |
2 500 000 |
|
8 |
RU000A101541 |
19% |
22% |
25% |
200 000 |
1 000 000 |
|
9 |
RU000A101780 |
25% |
28% |
31% |
200 000 |
1 000 000 |
|
10 |
RU000A1008J4 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
11 |
RU000A0ZYWU3 |
30% |
33% |
36% |
300 000 |
1 500 000 |
|
12 |
RU000A101CQ4 |
18% |
21% |
24% |
600 000 |
3 000 000 |
|
13 |
RU000A1018C8 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
14 |
RU000A1010B7 |
21% |
24% |
27% |
300 000 |
1 500 000 |
|
15 |
RU000A1012B3 |
19% |
22% |
25% |
110 000 |
550 000 |
|
16 |
RU000A1010D3 |
17% |
20% |
23% |
100 000 |
500 000 |
|
17 |
RU000A1016N9 |
18% |
21% |
24% |
100 000 |
500 000 |
|
18 |
RU000A101988 |
17% |
20% |
23% |
280 000 |
1 400 000 |
|
19 |
XS1400710726 |
13% |
16% |
19% |
14 000 |
70 000 |
|
20 |
XS2082937967 |
17% |
20% |
23% |
3 000 |
15 000 |
|
21 |
SU25084RMFS3 |
8% |
9% |
10% |
1 000 000 |
5 000 000 |
CCP NCC is changing PcH_max parameter value that defines price up limit for TGKBP shares on Securities market starting from February 18, 2020:
|
Ticker |
Current value PcH_max |
New value PcH_max |
|
TGKBP |
40% |
10% |