News

Dear Participants,

this is to inform you that starting from January 8, 2015 National Clearing Center will apply the following initial margin rates.

 

Risk – parameters for shares:

 

Security

Minimum initial margin values, %

Concentration limits

1st level, S_1_min

2d level, S_2_min

3d level, S_3_min

1st level

2level

1

GAZP

28%

33%

38%

15 965 000

31 930 000

2

SBER

28%

33%

38%

33 944 000

67 888 000

3

GMKN

28%

33%

38%

85 000

169 000

4

ROSN

28%

33%

38%

1 596 000

3 192 000

5

LKOH

28%

33%

38%

339 000

678 000

6

VTBR

28%

33%

38%

13 896 463 000

27 792 925 000

7

NVTK

28%

33%

38%

533 000

1 065 000

8

SBERP

28%

33%

38%

2 769 000

13 841 000

9

SNGS

28%

33%

38%

6 672 000

13 345 000

10

HYDR

28%

33%

40%

111 624 000

279 060 000

11

CHMF

28%

35%

45%

348 000

870 000

12

URKA

34%

50%

75%

749 000

1 873 000

13

SNGSP

28%

33%

40%

7 595 000

15 189 000

14

MOEX

28%

33%

45%

935 000

2 338 000

15

TRNFP

28%

33%

40%

1 300

3 200

16

MGNT

28%

33%

38%

53 000

107 000

17

MTSS

28%

33%

38%

721 000

1 442 000

18

TATN

28%

33%

40%

401 000

1 003 000

19

NLMK

33%

43%

53%

614 000

1 534 000

20

FEES

43%

63%

83%

1 260 633 000

3 151 583 000

21

RSTI

43%

63%

83%

131 677 000

329 192 000

22

AFLT

43%

60%

85%

1 160 000

2 900 000

23

MAGN

43%

65%

95%

2 954 000

7 385 000

24

BANEP

50%

80%

95%

11 000

27 500

25

AFKS

43%

65%

95%

984 000

2 459 000

26

BANE

43%

75%

95%

8 000

20 000

27

EONR

43%

68%

95%

7 075 000

17 687 000

28

TATNP

63%

85%

95%

160 000

400 000

29

AKRN

63%

85%

95%

17 000

42 500

30

PIKK

65%

85%

95%

246 000

615 000

31

VSMO

65%

85%

95%

2 000

5 000

32

DIXY

65%

80%

95%

53 000

132 500

33

PHOR

65%

85%

95%

17 000

42 500

34

ALRS

45%

65%

85%

1 071 000

2 678 000

35

LSRG

65%

85%

95%

32 000

80 000

36

NMTP

55%

80%

95%

8 968 000

22 420 000

37

MVID

65%

80%

95%

77 000

192 500

38

MSTT

55%

80%

95%

184 000

460 000

39

SVAV

65%

85%

95%

34 000

85 000

40

TRMK

55%

75%

95%

228 000

570 000

41

RTKM

33%

45%

58%

472 000

1 180 000

42

RTKMP

40%

60%

95%

340 000

850 000

43

PHST

65%

85%

95%

16 000

40 000

44

MFON

33%

45%

58%

20 000

50 000

45

POLY

35%

48%

65%

64 000

160 000

46

YNDX

28%

33%

40%

20 000

50 000

 

Risk – parameters for bonds:

 

ISIN

Minimum initial margin values, %

Concentration limits

1st level, S_1_min

2d level, S_2_min

3d level, S_3_min

1st level

2level

1

RU000A0JQYN4

6,00%

8,00%

12,00%

1 000 000

5 000 000

2

RU000A0JR7G1

6,00%

8,00%

12,00%

1 000 000

5 000 000

3

RU000A0JRHZ1

6,00%

8,00%

12,00%

1 000 000

5 000 000

4

RU000A0JS751

12,00%

16,00%

21,00%

1 000 000

5 000 000

5

RU000A0JTKZ1

12,00%

16,00%

21,00%

1 000 000

5 000 000

6

RU000A0JTWW3

10,00%

12,00%

16,00%

1 000 000

5 000 000

7

RU000A0JQZ18

12,00%

16,00%

21,00%

1 000 000

5 000 000

8

RU000A0JRCJ6

12,00%

16,00%

21,00%

1 000 000

5 000 000

9

RU000A0JREQ7

17,00%

23,00%

30,00%

1 000 000

5 000 000

10

RU000A0JRJU8

12,00%

16,00%

21,00%

1 000 000

5 000 000

11

RU000A0JS3W6

19,00%

24,00%

31,00%

1 000 000

5 000 000

12

RU000A0JS4M5

15,00%

19,00%

24,00%

1 000 000

5 000 000

13

RU000A0JSMA2

20,00%

26,00%

33,00%

1 000 000

5 000 000

14

RU000A0JTG59

17,00%

23,00%

30,00%

1 000 000

5 000 000

15

RU000A0JTJL3

19,00%

24,00%

31,00%

1 000 000

5 000 000

16

RU000A0JTK38

19,00%

24,00%

31,00%

1 000 000

5 000 000

17

RU000A0JTYA5

15,00%

19,00%

24,00%

1 000 000

5 000 000

18

RU000A0JU4L3

19,00%

24,00%

31,00%

1 000 000

5 000 000

19

RU000A0JU9V1

15,00%

19,00%

24,00%

1 000 000

5 000 000

20

RU0002867631

15,00%

20,00%

27,00%

1 000 000

5 000 000

21

RU0002867839

19,00%

24,00%

31,00%

1 000 000

5 000 000

22

RU0002867854

19,00%

24,00%

31,00%

1 000 000

5 000 000

23

RU0002868001

21,00%

28,00%

34,00%

1 000 000

5 000 000

24

RU0002868076

12,00%

16,00%

21,00%

2 000 000

10 000 000

25

RU000A0DY8K8

6,00%

8,00%

12,00%

1 000 000

5 000 000

26

RU000A0D0G29

17,00%

23,00%

30,00%

1 000 000

5 000 000

27

RU000A0JNHJ4

12,00%

16,00%

21,00%

1 000 000

5 000 000

28

RU000A0GN9A7

21,00%

28,00%

34,00%

1 000 000

5 000 000

29

RU000A0JP2S9

12,00%

16,00%

21,00%

1 000 000

5 000 000

30

RU000A0JPLH5

19,00%

24,00%

31,00%

1 000 000

5 000 000

31

RU000A0JRTL6

17,00%

23,00%

30,00%

1 000 000

5 000 000

32

RU000A0DGJ32

12,00%

16,00%

21,00%

1 000 000

5 000 000

33

RU000A0JR5F7

20,00%

26,00%

39,00%

100 000

500 000

34

RU000A0JRF37

13,00%

20,00%

33,00%

100 000

500 000

35

RU000A0JPJE6

26,00%

33,00%

46,00%

100 000

500 000

36

RU000A0JRDY3

26,00%

33,00%

46,00%

100 000

500 000

37

RU000A0JPLU8

26,00%

33,00%

46,00%

200 000

1 000 000

38

RU000A0JTW83

26,00%

33,00%

46,00%

200 000

1 000 000

39

RU000A0JS488

26,00%

33,00%

46,00%

400 000

2 000 000

40

RU000A0JTDX1

23,00%

29,00%

42,00%

200 000

1 000 000

41

RU000A0JQXG0

45,00%

51,00%

64,00%

200 000

1 000 000

42

RU000A0JU5T3

26,00%

33,00%

46,00%

100 000

500 000

43

RU000A0JT213

13,00%

20,00%

33,00%

400 000

2 000 000

44

RU000A0JR7S6

13,00%

20,00%

33,00%

100 000

500 000

45

RU000A0JRZB4

17,00%

24,00%

37,00%

200 000

1 000 000

46

RU000A0JSW35

13,00%

20,00%

33,00%

200 000

1 000 000

47

RU000A0JU2T0

26,00%

33,00%

46,00%

200 000

1 000 000

48

RU000A0JU849

26,00%

33,00%

46,00%

200 000

1 000 000

49

RU000A0JTP41

23,00%

29,00%

42,00%

200 000

1 000 000

50

RU000A0JS4Z7

13,00%

20,00%

33,00%

400 000

2 000 000

51

RU000A0JR3G0

17,00%

24,00%

37,00%

200 000

1 000 000

52

RU000A0JRTN2

26,00%

33,00%

46,00%

200 000

1 000 000

53

RU000A0JR3H8

26,00%

33,00%

46,00%

200 000

1 000 000

54

RU000A0JRCX7

26,00%

33,00%

46,00%

400 000

2 000 000

55

RU000A0JT403

23,00%

29,00%

42,00%

400 000

2 000 000

56

RU000A0JT6B2

23,00%

29,00%

42,00%

400 000

2 000 000

57

RU000A0JU6K0

42,00%

49,00%

62,00%

200 000

1 000 000

58

RU000A0JS1P4

13,00%

20,00%

33,00%

200 000

1 000 000

59

RU000A0JSX00

13,00%

20,00%

33,00%

200 000

1 000 000

60

RU000A0JS1M1

13,00%

20,00%

33,00%

100 000

500 000

61

RU000A0JS1T6

13,00%

20,00%

33,00%

400 000

2 000 000

62

RU000A0JTK20

13,00%

20,00%

33,00%

400 000

2 000 000

63

RU000A0JNGU3

13,00%

20,00%

33,00%

200 000

1 000 000

64

RU000A0JS1U4

13,00%

20,00%

33,00%

200 000

1 000 000

65

RU000A0JT3E3

23,00%

29,00%

42,00%

200 000

1 000 000

66

RU000A0JT3C7

23,00%

29,00%

42,00%

200 000

1 000 000

67

RU000A0JTN01

23,00%

29,00%

42,00%

400 000

2 000 000

68

RU000A0JRUY7

13,00%

20,00%

33,00%

200 000

1 000 000

69

RU000A0JREW5

13,00%

20,00%

33,00%

100 000

500 000

70

RU000A0JRV52

13,00%

20,00%

33,00%

100 000

500 000

71

RU000A0JREX3

26,00%

33,00%

46,00%

100 000

500 000

72

RU000A0JREZ8

26,00%

33,00%

46,00%

100 000

500 000

73

RU000A0JS389

23,00%

29,00%

42,00%

100 000

500 000

74

RU000A0JTQU9

26,00%

33,00%

46,00%

100 000

500 000

75

RU000A0JTQS3

26,00%

33,00%

46,00%

200 000

1 000 000

76

RU000A0JU9S7

26,00%

33,00%

46,00%

200 000

1 000 000

77

RU000A0JU9T5

26,00%

33,00%

46,00%

200 000

1 000 000

78

RU000A0JTNC4

26,00%

33,00%

46,00%

400 000

2 000 000

79

RU000A0JTND2

23,00%

29,00%

42,00%

400 000

2 000 000

80

RU000A0JTNB6

42,00%

49,00%

62,00%

200 000

1 000 000

81

RU000A0JS3B0

13,00%

20,00%

33,00%

400 000

2 000 000

82

RU000A0JTDY9

26,00%

33,00%

46,00%

400 000

2 000 000

83

RU000A0JR860

23,00%

29,00%

42,00%

200 000

1 000 000

84

RU000A0JR878

26,00%

33,00%

46,00%

200 000

1 000 000

85

RU000A0JR852

23,00%

29,00%

42,00%

200 000

1 000 000

86

RU000A0JQ557

42,00%

49,00%

62,00%

200 000

1 000 000

87

RU000A0JSD38

17,00%

24,00%

37,00%

400 000

2 000 000

88

RU000A0JS322

13,00%

20,00%

33,00%

200 000

1 000 000

89

RU000A0JS173

13,00%

20,00%

33,00%

200 000

1 000 000

90

RU000A0JUMH3

13,00%

20,00%

33,00%

200 000

1 000 000

91

RU000A0JUQ39

23,00%

29,00%

42,00%

200 000

1 000 000

92

RU000A0JUV08

23,00%

29,00%

42,00%

200 000

1 000 000

93

RU000A0JT6J5

23,00%

29,00%

42,00%

200 000

1 000 000

94

RU000A0JT6D8

23,00%

29,00%

42,00%

200 000

1 000 000

95

RU000A0JT6G1

23,00%

29,00%

42,00%

200 000

1 000 000

96

RU000A0JT767

23,00%

29,00%

42,00%

400 000

2 000 000

97

RU000A0JS8Y1

26,00%

33,00%

46,00%

100 000

500 000

98

RU000A0JS8Z8

26,00%

33,00%

46,00%

100 000

500 000

99

RU000A0E6TK0

13,00%

20,00%

33,00%

200 000

1 000 000

100

RU000A0JNYP6

26,00%

33,00%

46,00%

200 000

1 000 000

101

RU000A0JPZ50

26,00%

33,00%

46,00%

200 000

1 000 000

102

RU000A0JQHJ7

23,00%

29,00%

42,00%

200 000

1 000 000

103

RU000A0JNYN1

45,00%

51,00%

64,00%

200 000

1 000 000

104

RU000A0JTXW1

26,00%

33,00%

46,00%

400 000

2 000 000

105

RU000A0JSZU2

13,00%

20,00%

33,00%

200 000

1 000 000

106

RU000A0JTED1

23,00%

29,00%

42,00%

400 000

2 000 000

107

RU000A0JU7E1

26,00%

33,00%

46,00%

100 000

500 000

108

RU000A0JQ4U0

13,00%

20,00%

33,00%

200 000

1 000 000

109

RU000A0JQRD9

13,00%

20,00%

33,00%

200 000

1 000 000

110

RU000A0JQ7W9

13,00%

20,00%

33,00%

400 000

2 000 000

111

RU000A0JQ5Q5

17,00%

24,00%

37,00%

400 000

2 000 000

112

RU000A0JQ6S9

26,00%

33,00%

46,00%

400 000

2 000 000

113

RU000A0JQ656

26,00%

33,00%

46,00%

200 000

1 000 000

114

RU000A0JQ177

23,00%

29,00%

42,00%

200 000

1 000 000

115

RU000A0JQ7Z2

42,00%

49,00%

62,00%

200 000

1 000 000

116

RU000A0JTU85

45,00%

51,00%

64,00%

400 000

2 000 000

117

RU000A0JSYR1

13,00%

20,00%

33,00%

400 000

2 000 000

118

RU000A0JRW93

23,00%

29,00%

42,00%

200 000

1 000 000

119

RU000A0JTKE6

23,00%

29,00%

42,00%

200 000

1 000 000

120

RU000A0JTQ32

26,00%

33,00%

46,00%

400 000

2 000 000

121

RU000A0JUCS1

42,00%

49,00%

62,00%

400 000

2 000 000

122

RU000A0JUCR3

45,00%

51,00%

64,00%

400 000

2 000 000

123

RU000A0JRMC0

13,00%

20,00%

33,00%

100 000

500 000

124

RU000A0JPMT8

13,00%

20,00%

33,00%

100 000

500 000

125

RU000A0JQK64

13,00%

20,00%

33,00%

100 000

500 000

126

RU000A0JPTE5

13,00%

20,00%

33,00%

100 000

500 000

127

RU000A0JS371

13,00%

20,00%

33,00%

200 000

1 000 000

128

RU000A0JT874

13,00%

20,00%

33,00%

200 000

1 000 000

129

RU000A0JT7M7

13,00%

20,00%

33,00%

400 000

2 000 000

130

RU000A0JQK72

13,00%

20,00%

33,00%

100 000

500 000

131

RU000A0JRMB2

13,00%

20,00%

33,00%

100 000

500 000

132

RU000A0JP2G4

13,00%

20,00%

33,00%

200 000

1 000 000

133

RU000A0JQS09

13,00%

20,00%

33,00%

200 000

1 000 000

134

RU000A0JQS74

13,00%

20,00%

33,00%

100 000

500 000

135

RU000A0JS3D6

13,00%

20,00%

33,00%

200 000

1 000 000

136

RU000A0JRLE8

13,00%

20,00%

33,00%

200 000

1 000 000

137

RU000A0JS6N8

13,00%

20,00%

33,00%

400 000

2 000 000

138

RU000A0JRVN8

13,00%

20,00%

33,00%

400 000

2 000 000

139

RU000A0JQ1H3

13,00%

20,00%

33,00%

400 000

2 000 000

140

RU000A0JTVJ2

26,00%

33,00%

46,00%

400 000

2 000 000

141

RU000A0JU1Q8

13,00%

20,00%

33,00%

200 000

1 000 000

142

RU000A0JU6A1

26,00%

33,00%

46,00%

100 000

500 000

143

RU000A0JR209

20,00%

26,00%

39,00%

200 000

1 000 000

144

RU000A0JR1Y7

20,00%

26,00%

39,00%

200 000

1 000 000

145

RU000A0JRUS9

17,00%

24,00%

37,00%

400 000

2 000 000

146

RU000A0JRZK5

20,00%

26,00%

39,00%

400 000

2 000 000

147

RU000A0JT7U0

13,00%

20,00%

33,00%

400 000

2 000 000

148

RU000A0JR1Z4

23,00%

29,00%

42,00%

100 000

500 000

149

RU000A0JR3M8

26,00%

33,00%

46,00%

100 000

500 000

150

RU000A0JR217

23,00%

29,00%

42,00%

200 000

1 000 000

151

RU000A0JT2K2

26,00%

33,00%

46,00%

400 000

2 000 000

152

RU000A0JS7H8

26,00%

33,00%

46,00%

400 000

2 000 000

153

RU000A0JR3L0

26,00%

33,00%

46,00%

200 000

1 000 000

154

RU000A0JT7T2

26,00%

33,00%

46,00%

400 000

2 000 000

155

RU000A0JRMX6

42,00%

49,00%

62,00%

400 000

2 000 000

156

RU000A0JRL96

45,00%

51,00%

64,00%

200 000

1 000 000

157

RU000A0JTKA4

45,00%

51,00%

64,00%

200 000

1 000 000

158

RU000A0JTP58

13,00%

20,00%

33,00%

200 000

1 000 000

159

RU000A0JTP33

13,00%

20,00%

33,00%

200 000

1 000 000

160

RU000A0JT8V6

13,00%

20,00%

33,00%

200 000

1 000 000

161

RU000A0JT9F7

13,00%

20,00%

33,00%

200 000

1 000 000

162

RU000A0JTMN3

23,00%

29,00%

42,00%

200 000

1 000 000

163

RU000A0JTMP8

23,00%

29,00%

42,00%

200 000

1 000 000

164

RU000A0JUAJ4

26,00%

33,00%

46,00%

200 000

1 000 000

165

XS0088543193

28,00%

33,00%

43,00%

2 000

11 000

166

XS0114288789

23,00%

28,00%

38,00%

4 786 000

23 929 000

167

XS0223715920

18,00%

23,00%

33,00%

3 000

17 000

168

XS0230577941

18,00%

23,00%

33,00%

3 000

17 000

169

XS0244105283

18,00%

23,00%

33,00%

3 000

14 000

170

XS0261906738

19,00%

24,00%

34,00%

4 000

18 000

171

XS0271772559

19,00%

24,00%

34,00%

3 000

14 000

172

XS0276456315

19,00%

24,00%

34,00%

3 000

17 000

173

XS0292530309

19,00%

24,00%

34,00%

3 000

17 000

174

XS0300998779

20,00%

25,00%

35,00%

4 000

19 000

175

XS0316524130

32,00%

37,00%

47,00%

4 000

18 000

176

XS0324963932

20,00%

25,00%

35,00%

4 000

19 000

177

XS0327237136

20,00%

25,00%

35,00%

3 000

13 000

178

XS0357281558

21,00%

26,00%

36,00%

3 000

17 000

179

XS0365923977

21,00%

26,00%

36,00%

4 000

19 000

180

XS0491998133

18,00%

23,00%

33,00%

3 000

17 000

181

XS0494095754

18,00%

23,00%

33,00%

3 000

17 000

182

XS0494933806

18,00%

23,00%

33,00%

3 000

17 000

183

XS0499245180

20,00%

25,00%

35,00%

4 000

18 000

184

XS0504954180

18,00%

23,00%

33,00%

33

167

185

XS0504954347

23,00%

28,00%

38,00%

35

175

186

XS0513723873

23,00%

28,00%

38,00%

4 000

18 000

187

XS0543956717

20,00%

25,00%

35,00%

4 000

18 000

188

XS0544362972

20,00%

25,00%

35,00%

4 000

18 000

189

XS0559800122

20,00%

25,00%

35,00%

4 000

19 000

190

XS0562354182

18,00%

23,00%

33,00%

3 000

17 000

191

XS0564087541

15,00%

20,00%

30,00%

43

215

192

XS0588433267

24,00%

29,00%

39,00%

4 000

19 000

193

XS0588436799

18,00%

23,00%

33,00%

4 000

18 000

194

XS0592794597

20,00%

25,00%

35,00%

4 000

21 000

195

XS0605637056

13,00%

18,00%

28,00%

2 000

12 000

196

XS0609017917

29,00%

34,00%

44,00%

2 000

12 000

197

XS0620695204

23,00%

28,00%

38,00%

4 000

20 000

198

XS0630950870

18,00%

23,00%

33,00%

4 000

18 000

199

XS0708813653

18,00%

23,00%

33,00%

4 000

19 000

200

XS0719009754

19,00%

24,00%

34,00%

4 000

19 000

201

XS0742380412

19,00%

24,00%

34,00%

4 000

18 000

202

XS0748114005

23,00%

28,00%

38,00%

2 000

12 000

203

XS0764253455

38,00%

43,00%

53,00%

3 000

14 000

204

XS0767469827

20,00%

25,00%

35,00%

17

87

205

XS0772509484

20,00%

25,00%

35,00%

4 000

19 000

206

XS0783291221

20,00%

25,00%

35,00%

4 000

19 000

207

XS0800817073

24,00%

29,00%

39,00%

5 000

24 000

208

XS0833264335

13,00%

18,00%

28,00%

2 000

11 000

209

XS0861981180

25,00%

30,00%

40,00%

4 000

22 000

210

XS0863439161

38,00%

43,00%

53,00%

3 000

14 000

211

XS0877983642

16,00%

21,00%

31,00%

2 000

12 000

212

XS0882561821

13,00%

18,00%

28,00%

2 000

11 000

213

XS0885733153

23,00%

28,00%

38,00%

4 000

22 000

214

XS0893205186

21,00%

26,00%

36,00%

6 000

32 000

215

XS0921331509

26,00%

31,00%

41,00%

4 000

21 000

216

XS0922134712

21,00%

26,00%

36,00%

4 000

18 000

217

XS0922142574

15,00%

20,00%

30,00%

2 000

12 000

218

XS0922883318

21,00%

26,00%

36,00%

4 000

19 000

219

XS0993162170

22,00%

27,00%

37,00%

4 000

20 000

220

XS0524435715

18,00%

23,00%

33,00%

3 800

19 000

221

XS0885873322

21,00%

26,00%

36,00%

2 600

13 000

222

XS0861980372

20,00%

25,00%

35,00%

4 200

21 000

223

XS0987109658

21,00%

26,00%

36,00%

3 800

19 000

224

XS0971721377

22,00%

27,00%

37,00%

20

100

225

XS1040726587

22,00%

27,00%

37,00%

4 900

24 500

226

XS0424860947

22,00%

27,00%

37,00%

3 600

18 000

227

XS0799357354

22,00%

27,00%

37,00%

4 200

21 000

228

XS0524610812

23,00%

28,00%

38,00%

4 500

22 500

229

XS0548633659

23,00%

28,00%

38,00%

4 400

22 000

230

XS0708813810

24,00%

29,00%

39,00%

4 200

21 000

231

XS0638572973

24,00%

29,00%

39,00%

5 000

25 000

232

XS0971722342

24,00%

29,00%

39,00%

33

165

233

XS0743596040

25,00%

30,00%

40,00%

4 200

21 000

234

XS0290580595

25,00%

30,00%

40,00%

4 100

20 500

235

XS0764220017

25,00%

30,00%

40,00%

4 600

23 000

236

XS0767472458

25,00%

30,00%

40,00%

20

100

237

XS0304274599

25,00%

30,00%

40,00%

4 200

21 000

238

XS0884734343

29,00%

34,00%

44,00%

2 900

14 500

239

XS0893212398

26,00%

31,00%

41,00%

4 100

20 500

240

XS0830192711

26,00%

31,00%

41,00%

4 900

24 500

241

XS0993162683

26,00%

31,00%

41,00%

4 900

24 500

242

XS0864383723

26,00%

31,00%

41,00%

5 800

29 000

243

XS0559915961

27,00%

32,00%

42,00%

4 600

23 000

244

XS0885736925

30,00%

35,00%

45,00%

4 700

23 500

245

XS0191754729

31,00%

36,00%

46,00%

3 600

18 000

246

XS0767473852

36,00%

41,00%

51,00%

21

105