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New bonds will be accepted to margin trading starting from 08.04.2020. 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  

 SU29013RMFS8

12%

13%

14%

         1 000 000  

          5 000 000  

As per the Securities market risk parameters methodology, on 07.04.2020, 17-17 (MSK) the upper bound of the price band (up to 40.356) and initial margins (up to 50 %) for the security SU26231RMFS9 were changed. New values are available here
As per the Securities market risk parameters methodology, on 07.04.2020, 13-09 (MSK) the upper bound of the price band (up to 112.31) and initial margins (up to 18.75 %) for the security RU000A0JWTN2 were changed. New values are available here

CCP NCC is changing PcH_max parameter value that defines price up limit for GTLC shares on Securities market starting from April 7, 2020:

Ticker

Current value PcH_max

New value PcH_max

GTLC

40%

10%

CCP NCC sets the following risk parameters

  1. on FX market starting from April 7, 2020:

Underlying

Current market risk rates

New market risk rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

USD

15%

17%

19%

12.5%

14.5%

16.5%

2

EUR

15%

17%

19%

12.5%

14.5%

16.5%

3

CNY

15%

17%

19%

12.5%

14.5%

16.5%

4

HKD

15%

17%

19%

12.5%

14.5%

16.5%

5

GBP

15%

17%

19%

12.5%

14.5%

16.5%

6

CHF

15%

17%

19%

12.5%

14.5%

16.5%

7

JPY

15%

17%

19%

12.5%

14.5%

16.5%

8

GLD

15%

21%

28%

12.5%

18.5%

25.5%

9

SLV

20%

26%

33%

17.5%

23.5%

30.5%

10

EURF

19%

21%

23%

16.5%

18.5%

20.5%

11

USDF

19%

21%

23%

16.5%

18.5%

20.5%

12

USDW

19%

21%

23%

16.5%

18.5%

20.5%

 

 

  1. on Derivatives market starting from 7:00 pm on April 6, 2020:

Underlying

Current market risk rates

New market risk rates

MR1

MR2

MR3

MR1

MR2

MR3

1

Si

15%

17%

19%

12.5%

14.5%

16.5%

2

Eu

15%

17%

19%

12.5%

14.5%

16.5%

3

CY

15%

17%

19%

12.5%

14.5%

16.5%

4

MIX

20%

26%

32%

17.5%

23.5% 

29.5% 

5

MXI

20%

26%

32%

17.5%

23.5% 

29.5% 

6

GLD

15%

21%

28%

12.5%

18.5%

25.5%

7

SLV

20%

26%

33%

17.5%

23.5%

30.5%

 

  1. on Standardized OTC derivatives market starting from 7:00 pm on April 6, 2020:

Description

Currency

Current risk rates 

New risk rate

1

FX Risk Rate

CHF

15%

12.5%

2

FX Risk Rate

USD

15%

12.5%

3

FX Risk Rate

EUR

15%

12.5%