The following risk parameters for shares will be applied starting from December 17, 2014:
№ |
Security |
Minimum initial margin rates, % |
||
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
||
1 |
ALRS |
40% |
60% |
80% |
2 |
TRNFP |
20% |
25% |
35% |
3 |
AKRN |
55% |
85% |
95% |
4 |
BANE |
35% |
75% |
95% |
5 |
BANEP |
40% |
80% |
95% |
6 |
AFKS |
35% |
60% |
95% |
7 |
AFLT |
35% |
50% |
80% |
8 |
VTBR |
20% |
25% |
30% |
9 |
GAZP |
20% |
25% |
30% |
10 |
GMKN |
20% |
25% |
30% |
11 |
PIKK |
60% |
85% |
95% |
12 |
LSRG |
60% |
85% |
95% |
13 |
DIXY |
60% |
75% |
95% |
14 |
MVID |
60% |
75% |
95% |
15 |
VSMO |
60% |
85% |
95% |
16 |
MGNT |
20% |
25% |
30% |
17 |
MFON |
25% |
35% |
45% |
18 |
MAGN |
35% |
59% |
95% |
19 |
MOEX |
20% |
25% |
40% |
20 |
MSTT |
50% |
75% |
95% |
21 |
MTSS |
20% |
25% |
30% |
22 |
LKOH |
20% |
25% |
30% |
23 |
ROSN |
20% |
25% |
30% |
24 |
NLMK |
25% |
35% |
45% |
25 |
NMTP |
50% |
75% |
95% |
26 |
NVTK |
20% |
25% |
30% |
27 |
RSTI |
35% |
55% |
75% |
28 |
RTKM |
25% |
35% |
45% |
29 |
RTKMP |
35% |
55% |
95% |
30 |
HYDR |
20% |
25% |
35% |
31 |
SBER |
20% |
25% |
30% |
32 |
SBERP |
20% |
25% |
30% |
33 |
CHMF |
20% |
30% |
40% |
34 |
SVAV |
60% |
85% |
95% |
35 |
SNGS |
20% |
25% |
30% |
36 |
SNGSP |
20% |
25% |
30% |
37 |
TATN |
20% |
25% |
35% |
38 |
TATNP |
55% |
85% |
95% |
39 |
TRMK |
50% |
75% |
95% |
40 |
IRAO |
35% |
54% |
78% |
41 |
URKA |
28% |
45% |
70% |
42 |
PHST |
60% |
85% |
95% |
43 |
PHOR |
60% |
85% |
95% |
44 |
FEES |
35% |
55% |
75% |
45 |
EONR |
35% |
65% |
95% |
46 |
POLY |
30% |
40% |
50% |
47 |
YNDX |
20% |
25% |
35% |
The following risk parameters for bonds will be applied starting from December 17, 2014:
ISIN |
Минимальные ограничительные уровни Ставок рыночного риска, % |
||
1-ый уровень, |
2-ой уровень, |
3-ий уровень, |
|
RU000A0JQYN4 |
4.0% |
5.5% |
8.5% |
RU000A0JR7G1 |
4.0% |
5.5% |
8.5% |
RU000A0JRHZ1 |
4.0% |
5.5% |
8.5% |
RU000A0JS751 |
9.0% |
12.0% |
16.0% |
RU000A0JTKZ1 |
9.0% |
12.0% |
16.0% |
RU000A0JTWW3 |
7.0% |
8.5% |
11.5% |
RU000A0JQCL4 |
4.0% |
5.5% |
8.5% |
RU000A0JQZ18 |
9.0% |
12.0% |
16.0% |
RU000A0JRCJ6 |
9.0% |
12.0% |
16.0% |
RU000A0JREQ7 |
13.0% |
17.0% |
22.5% |
RU000A0JRJU8 |
9.0% |
12.0% |
16.0% |
RU000A0JS3W6 |
14.0% |
18.0% |
23.5% |
RU000A0JS4M5 |
11.0% |
14.0% |
18.0% |
RU000A0JSMA2 |
15.0% |
20.0% |
25.0% |
RU000A0JTG59 |
13.0% |
17.0% |
22.5% |
RU000A0JTJL3 |
14.0% |
18.0% |
23.5% |
RU000A0JTK38 |
14.0% |
18.0% |
23.5% |
RU000A0JTYA5 |
11.0% |
14.0% |
18.0% |
RU000A0JU4L3 |
14.0% |
18.0% |
23.5% |
RU000A0JU9V1 |
11.0% |
14.0% |
18.0% |
RU0002867631 |
11.0% |
15.0% |
20.5% |
RU0002867839 |
14.0% |
18.0% |
23.5% |
RU0002867854 |
14.0% |
18.0% |
23.5% |
RU0002868001 |
16.0% |
21.0% |
26.0% |
RU0002868076 |
9.0% |
12.0% |
16.0% |
RU000A0DY8K8 |
4.0% |
5.5% |
8.5% |
RU000A0D0G29 |
13.0% |
17.0% |
22.5% |
RU000A0JNHJ4 |
9.0% |
12.0% |
16.0% |
RU000A0GN9A7 |
16.0% |
21.0% |
26.0% |
RU000A0JP2S9 |
9.0% |
12.0% |
16.0% |
RU000A0JPLH5 |
14.0% |
18.0% |
23.5% |
RU000A0JRTL6 |
13.0% |
17.0% |
22.5% |
RU000A0DGJ32 |
9.0% |
12.0% |
16.0% |
RU000A0JR5F7 |
15.0% |
20.0% |
30.0% |
RU000A0JRF37 |
10.0% |
15.0% |
25.0% |
RU000A0JPJE6 |
20.0% |
25.0% |
35.0% |
RU000A0JRDY3 |
20.0% |
25.0% |
35.0% |
RU000A0JPLU8 |
20.0% |
25.0% |
35.0% |
RU000A0JTW83 |
20.0% |
25.0% |
35.0% |
RU000A0JS488 |
20.0% |
25.0% |
35.0% |
RU000A0JTDX1 |
17.0% |
22.0% |
32.0% |
RU000A0JQXG0 |
34.0% |
39.0% |
49.0% |
RU000A0JU5T3 |
20.0% |
25.0% |
35.0% |
RU000A0JT213 |
10.0% |
15.0% |
25.0% |
RU000A0JR7S6 |
10.0% |
15.0% |
25.0% |
RU000A0JRZB4 |
13.0% |
18.0% |
28.0% |
RU000A0JSW35 |
10.0% |
15.0% |
25.0% |
RU000A0JU2T0 |
20.0% |
25.0% |
35.0% |
RU000A0JU849 |
20.0% |
25.0% |
35.0% |
RU000A0JTP41 |
17.0% |
22.0% |
32.0% |
RU000A0JS4Z7 |
10.0% |
15.0% |
25.0% |
RU000A0JR3G0 |
13.0% |
18.0% |
28.0% |
RU000A0JRTN2 |
20.0% |
25.0% |
35.0% |
RU000A0JR3H8 |
20.0% |
25.0% |
35.0% |
RU000A0JRCX7 |
20.0% |
25.0% |
35.0% |
RU000A0JT403 |
17.0% |
22.0% |
32.0% |
RU000A0JT6B2 |
17.0% |
22.0% |
32.0% |
RU000A0JU6K0 |
32.0% |
37.0% |
47.0% |
RU000A0JS1P4 |
10.0% |
15.0% |
25.0% |
RU000A0JSX00 |
10.0% |
15.0% |
25.0% |
RU000A0JS1M1 |
10.0% |
15.0% |
25.0% |
RU000A0JS1T6 |
10.0% |
15.0% |
25.0% |
RU000A0JTK20 |
10.0% |
15.0% |
25.0% |
RU000A0JNGU3 |
10.0% |
15.0% |
25.0% |
RU000A0JS1U4 |
10.0% |
15.0% |
25.0% |
RU000A0JT3E3 |
17.0% |
22.0% |
32.0% |
RU000A0JT3C7 |
17.0% |
22.0% |
32.0% |
RU000A0JTN01 |
17.0% |
22.0% |
32.0% |
RU000A0JRUY7 |
10.0% |
15.0% |
25.0% |
RU000A0JREW5 |
10.0% |
15.0% |
25.0% |
RU000A0JRV52 |
10.0% |
15.0% |
25.0% |
RU000A0JREX3 |
20.0% |
25.0% |
35.0% |
RU000A0JREZ8 |
20.0% |
25.0% |
35.0% |
RU000A0JS389 |
17.0% |
22.0% |
32.0% |
RU000A0JTQU9 |
20.0% |
25.0% |
35.0% |
RU000A0JTQS3 |
20.0% |
25.0% |
35.0% |
RU000A0JU9S7 |
20.0% |
25.0% |
35.0% |
RU000A0JU9T5 |
20.0% |
25.0% |
35.0% |
RU000A0JTNC4 |
20.0% |
25.0% |
35.0% |
RU000A0JTND2 |
17.0% |
22.0% |
32.0% |
RU000A0JTNB6 |
32.0% |
37.0% |
47.0% |
RU000A0JS3B0 |
10.0% |
15.0% |
25.0% |
RU000A0JTDY9 |
20.0% |
25.0% |
35.0% |
RU000A0JR860 |
17.0% |
22.0% |
32.0% |
RU000A0JR878 |
20.0% |
25.0% |
35.0% |
RU000A0JR852 |
17.0% |
22.0% |
32.0% |
RU000A0JQ557 |
32.0% |
37.0% |
47.0% |
RU000A0JSD38 |
13.0% |
18.0% |
28.0% |
RU000A0JS322 |
10.0% |
15.0% |
25.0% |
RU000A0JS173 |
10.0% |
15.0% |
25.0% |
RU000A0JUMH3 |
10.0% |
15.0% |
25.0% |
RU000A0JUQ39 |
17.0% |
22.0% |
32.0% |
RU000A0JUV08 |
17.0% |
22.0% |
32.0% |
RU000A0JT6J5 |
17.0% |
22.0% |
32.0% |
RU000A0JT6D8 |
17.0% |
22.0% |
32.0% |
RU000A0JT6G1 |
17.0% |
22.0% |
32.0% |
RU000A0JT767 |
17.0% |
22.0% |
32.0% |
RU000A0JS8Y1 |
20.0% |
25.0% |
35.0% |
RU000A0JS8Z8 |
20.0% |
25.0% |
35.0% |
RU000A0E6TK0 |
10.0% |
15.0% |
25.0% |
RU000A0JNYP6 |
20.0% |
25.0% |
35.0% |
RU000A0JPZ50 |
20.0% |
25.0% |
35.0% |
RU000A0JQHJ7 |
17.0% |
22.0% |
32.0% |
RU000A0JNYN1 |
34.0% |
39.0% |
49.0% |
RU000A0JTXW1 |
20.0% |
25.0% |
35.0% |
RU000A0JSZU2 |
10.0% |
15.0% |
25.0% |
RU000A0JTED1 |
17.0% |
22.0% |
32.0% |
RU000A0JU7E1 |
20.0% |
25.0% |
35.0% |
RU000A0JQ4U0 |
10.0% |
15.0% |
25.0% |
RU000A0JQRD9 |
10.0% |
15.0% |
25.0% |
RU000A0JQ7W9 |
10.0% |
15.0% |
25.0% |
RU000A0JQ5Q5 |
13.0% |
18.0% |
28.0% |
RU000A0JQ6S9 |
20.0% |
25.0% |
35.0% |
RU000A0JQ656 |
20.0% |
25.0% |
35.0% |
RU000A0JQ177 |
17.0% |
22.0% |
32.0% |
RU000A0JQ7Z2 |
32.0% |
37.0% |
47.0% |
RU000A0JTU85 |
34.0% |
39.0% |
49.0% |
RU000A0JSYR1 |
10.0% |
15.0% |
25.0% |
RU000A0JRW93 |
17.0% |
22.0% |
32.0% |
RU000A0JTKE6 |
17.0% |
22.0% |
32.0% |
RU000A0JTQ32 |
20.0% |
25.0% |
35.0% |
RU000A0JUCS1 |
32.0% |
37.0% |
47.0% |
RU000A0JUCR3 |
34.0% |
39.0% |
49.0% |
RU000A0JRMC0 |
10.0% |
15.0% |
25.0% |
RU000A0JPMT8 |
10.0% |
15.0% |
25.0% |
RU000A0JQK64 |
10.0% |
15.0% |
25.0% |
RU000A0JPTE5 |
10.0% |
15.0% |
25.0% |
RU000A0JS371 |
10.0% |
15.0% |
25.0% |
RU000A0JT874 |
10.0% |
15.0% |
25.0% |
RU000A0JT7M7 |
10.0% |
15.0% |
25.0% |
RU000A0JQK72 |
10.0% |
15.0% |
25.0% |
RU000A0JRMB2 |
10.0% |
15.0% |
25.0% |
RU000A0JP2G4 |
10.0% |
15.0% |
25.0% |
RU000A0JQS09 |
10.0% |
15.0% |
25.0% |
RU000A0JQS74 |
10.0% |
15.0% |
25.0% |
RU000A0JS3D6 |
10.0% |
15.0% |
25.0% |
RU000A0JRLE8 |
10.0% |
15.0% |
25.0% |
RU000A0JS6N8 |
10.0% |
15.0% |
25.0% |
RU000A0JRVN8 |
10.0% |
15.0% |
25.0% |
RU000A0JQ1H3 |
10.0% |
15.0% |
25.0% |
RU000A0JTVJ2 |
20.0% |
25.0% |
35.0% |
RU000A0JU1Q8 |
10.0% |
15.0% |
25.0% |
RU000A0JU6A1 |
20.0% |
25.0% |
35.0% |
RU000A0JR209 |
15.0% |
20.0% |
30.0% |
RU000A0JR1Y7 |
15.0% |
20.0% |
30.0% |
RU000A0JRUS9 |
13.0% |
18.0% |
28.0% |
RU000A0JRZK5 |
15.0% |
20.0% |
30.0% |
RU000A0JT7U0 |
10.0% |
15.0% |
25.0% |
RU000A0JR1Z4 |
17.0% |
22.0% |
32.0% |
RU000A0JR3M8 |
20.0% |
25.0% |
35.0% |
RU000A0JR217 |
17.0% |
22.0% |
32.0% |
RU000A0JT2K2 |
20.0% |
25.0% |
35.0% |
RU000A0JS7H8 |
20.0% |
25.0% |
35.0% |
RU000A0JR3L0 |
20.0% |
25.0% |
35.0% |
RU000A0JT7T2 |
20.0% |
25.0% |
35.0% |
RU000A0JRMX6 |
32.0% |
37.0% |
47.0% |
RU000A0JRL96 |
34.0% |
39.0% |
49.0% |
RU000A0JTKA4 |
34.0% |
39.0% |
49.0% |
RU000A0JTP58 |
10.0% |
15.0% |
25.0% |
RU000A0JTP33 |
10.0% |
15.0% |
25.0% |
RU000A0JT8V6 |
10.0% |
15.0% |
25.0% |
RU000A0JT9F7 |
10.0% |
15.0% |
25.0% |
RU000A0JTMN3 |
17.0% |
22.0% |
32.0% |
RU000A0JTMP8 |
17.0% |
22.0% |
32.0% |
RU000A0JUAJ4 |
20.0% |
25.0% |
35.0% |