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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

As per the Securities market risk parameters methodology, on 18.02.2020, 10-16 (MSK) the upper bound of the price band (up to 106.89) and initial margins (up to 8.75 %) for the security RU000A0JWRV9 were changed. New values are available here

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%

As per the Securities market risk parameters methodology, on 17.02.2020, 18-32 (MSK) the upper bound of the price band (up to 0.00852) and initial margins (up to 122.5 %) for the security TGKB were changed. New values are available here
As per the Securities market risk parameters methodology, on 17.02.2020, 17-24 (MSK) the upper bound of the price band (up to 0.007725) and initial margins (up to 105 %) for the security TGKB were changed. New values are available here