News

Dear Participants,

this is to inform you that starting from January 9, 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

20%

25%

30%

15 965 000

31 930 000

2

SBER

20%

25%

30%

33 944 000

67 888 000

3

GMKN

20%

25%

30%

85 000

169 000

4

ROSN

20%

25%

30%

1 596 000

3 192 000

5

LKOH

20%

25%

30%

339 000

678 000

6

VTBR

20%

25%

30%

13 896 463 000

27 792 925 000

7

NVTK

20%

25%

30%

533 000

1 065 000

8

SBERP

20%

25%

30%

2 769 000

13 841 000

9

SNGS

20%

25%

30%

6 672 000

13 345 000

10

HYDR

20%

25%

35%

111 624 000

279 060 000

11

CHMF

20%

30%

40%

348 000

870 000

12

URKA

28%

45%

70%

749 000

1 873 000

13

SNGSP

20%

25%

30%

7 595 000

15 189 000

14

MOEX

20%

25%

40%

935 000

2 338 000

15

TRNFP

20%

25%

35%

1 300

3 200

16

MGNT

20%

25%

30%

53 000

107 000

17

MTSS

20%

25%

30%

721 000

1 442 000

18

TATN

20%

25%

35%

401 000

1 003 000

19

NLMK

25%

35%

45%

614 000

1 534 000

20

FEES

35%

55%

75%

1 260 633 000

3 151 583 000

21

RSTI

35%

55%

75%

131 677 000

329 192 000

22

AFLT

35%

50%

80%

1 160 000

2 900 000

23

MAGN

35%

59%

95%

2 954 000

7 385 000

24

BANEP

40%

80%

95%

11 000

27 500

25

AFKS

35%

60%

95%

984 000

2 459 000

26

BANE

35%

75%

95%

8 000

20 000

27

EONR

35%

65%

95%

7 075 000

17 687 000

28

TATNP

55%

85%

95%

160 000

400 000

29

AKRN

55%

85%

95%

17 000

42 500

30

PIKK

60%

85%

95%

246 000

615 000

31

VSMO

60%

85%

95%

2 000

5 000

32

DIXY

60%

75%

95%

53 000

132 500

33

PHOR

60%

85%

95%

17 000

42 500

34

ALRS

40%

60%

80%

1 071 000

2 678 000

35

LSRG

60%

85%

95%

32 000

80 000

36

NMTP

50%

75%

95%

8 968 000

22 420 000

37

MVID

60%

75%

95%

77 000

192 500

38

MSTT

50%

75%

95%

184 000

460 000

39

SVAV

60%

85%

95%

34 000

85 000

40

TRMK

50%

75%

95%

228 000

570 000

41

RTKM

25%

35%

45%

472 000

1 180 000

42

RTKMP

35%

55%

95%

340 000

850 000

43

PHST

60%

85%

95%

16 000

40 000

44

MFON

25%

35%

45%

20 000

50 000

45

POLY

30%

40%

50%

64 000

160 000

46

YNDX

20%

25%

35%

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

4,00%

5,50%

8,50%

1 000 000

5 000 000

2

RU000A0JR7G1

4,00%

5,50%

8,50%

1 000 000

5 000 000

3

RU000A0JRHZ1

4,00%

5,50%

8,50%

1 000 000

5 000 000

4

RU000A0JS751

9,00%

12,00%

16,00%

1 000 000

5 000 000

5

RU000A0JTKZ1

9,00%

12,00%

16,00%

1 000 000

5 000 000

6

RU000A0JTWW3

7,00%

8,50%

11,50%

1 000 000

5 000 000

7

RU000A0JQZ18

9,00%

12,00%

16,00%

1 000 000

5 000 000

8

RU000A0JRCJ6

9,00%

12,00%

16,00%

1 000 000

5 000 000

9

RU000A0JREQ7

13,00%

17,00%

22,50%

1 000 000

5 000 000

10

RU000A0JRJU8

9,00%

12,00%

16,00%

1 000 000

5 000 000

11

RU000A0JS3W6

14,00%

18,00%

23,50%

1 000 000

5 000 000

12

RU000A0JS4M5

11,00%

14,00%

18,00%

1 000 000

5 000 000

13

RU000A0JSMA2

15,00%

20,00%

25,00%

1 000 000

5 000 000

14

RU000A0JTG59

13,00%

17,00%

22,50%

1 000 000

5 000 000

15

RU000A0JTJL3

14,00%

18,00%

23,50%

1 000 000

5 000 000

16

RU000A0JTK38

14,00%

18,00%

23,50%

1 000 000

5 000 000

17

RU000A0JTYA5

11,00%

14,00%

18,00%

1 000 000

5 000 000

18

RU000A0JU4L3

14,00%

18,00%

23,50%

1 000 000

5 000 000

19

RU000A0JU9V1

11,00%

14,00%

18,00%

1 000 000

5 000 000

20

RU0002867631

11,00%

15,00%

20,50%

1 000 000

5 000 000

21

RU0002867839

14,00%

18,00%

23,50%

1 000 000

5 000 000

22

RU0002867854

14,00%

18,00%

23,50%

1 000 000

5 000 000

23

RU0002868001

16,00%

21,00%

26,00%

1 000 000

5 000 000

24

RU0002868076

9,00%

12,00%

16,00%

2 000 000

10 000 000

25

RU000A0DY8K8

4,00%

5,50%

8,50%

1 000 000

5 000 000

26

RU000A0D0G29

13,00%

17,00%

22,50%

1 000 000

5 000 000

27

RU000A0JNHJ4

9,00%

12,00%

16,00%

1 000 000

5 000 000

28

RU000A0GN9A7

16,00%

21,00%

26,00%

1 000 000

5 000 000

29

RU000A0JP2S9

9,00%

12,00%

16,00%

1 000 000

5 000 000

30

RU000A0JPLH5

14,00%

18,00%

23,50%

1 000 000

5 000 000

31

RU000A0JRTL6

13,00%

17,00%

22,50%

1 000 000

5 000 000

32

RU000A0DGJ32

9,00%

12,00%

16,00%

1 000 000

5 000 000

33

RU000A0JR5F7

15,00%

20,00%

30,00%

100 000

500 000

34

RU000A0JRF37

10,00%

15,00%

25,00%

100 000

500 000

35

RU000A0JPJE6

20,00%

25,00%

35,00%

100 000

500 000

36

RU000A0JRDY3

20,00%

25,00%

35,00%

100 000

500 000

37

RU000A0JPLU8

20,00%

25,00%

35,00%

200 000

1 000 000

38

RU000A0JTW83

20,00%

25,00%

35,00%

200 000

1 000 000

39

RU000A0JS488

20,00%

25,00%

35,00%

400 000

2 000 000

40

RU000A0JTDX1

17,00%

22,00%

32,00%

200 000

1 000 000

41

RU000A0JQXG0

34,00%

39,00%

49,00%

200 000

1 000 000

42

RU000A0JU5T3

20,00%

25,00%

35,00%

100 000

500 000

43

RU000A0JT213

10,00%

15,00%

25,00%

400 000

2 000 000

44

RU000A0JR7S6

10,00%

15,00%

25,00%

100 000

500 000

45

RU000A0JRZB4

13,00%

18,00%

28,00%

200 000

1 000 000

46

RU000A0JSW35

10,00%

15,00%

25,00%

200 000

1 000 000

47

RU000A0JU2T0

20,00%

25,00%

35,00%

200 000

1 000 000

48

RU000A0JU849

20,00%

25,00%

35,00%

200 000

1 000 000

49

RU000A0JTP41

17,00%

22,00%

32,00%

200 000

1 000 000

50

RU000A0JS4Z7

10,00%

15,00%

25,00%

400 000

2 000 000

51

RU000A0JR3G0

13,00%

18,00%

28,00%

200 000

1 000 000

52

RU000A0JRTN2

20,00%

25,00%

35,00%

200 000

1 000 000

53

RU000A0JR3H8

20,00%

25,00%

35,00%

200 000

1 000 000

54

RU000A0JRCX7

20,00%

25,00%

35,00%

400 000

2 000 000

55

RU000A0JT403

17,00%

22,00%

32,00%

400 000

2 000 000

56

RU000A0JT6B2

17,00%

22,00%

32,00%

400 000

2 000 000

57

RU000A0JU6K0

32,00%

37,00%

47,00%

200 000

1 000 000

58

RU000A0JS1P4

10,00%

15,00%

25,00%

200 000

1 000 000

59

RU000A0JSX00

10,00%

15,00%

25,00%

200 000

1 000 000

60

RU000A0JS1M1

10,00%

15,00%

25,00%

100 000

500 000

61

RU000A0JS1T6

10,00%

15,00%

25,00%

400 000

2 000 000

62

RU000A0JTK20

10,00%

15,00%

25,00%

400 000

2 000 000

63

RU000A0JNGU3

10,00%

15,00%

25,00%

200 000

1 000 000

64

RU000A0JS1U4

10,00%

15,00%

25,00%

200 000

1 000 000

65

RU000A0JT3E3

17,00%

22,00%

32,00%

200 000

1 000 000

66

RU000A0JT3C7

17,00%

22,00%

32,00%

200 000

1 000 000

67

RU000A0JTN01

17,00%

22,00%

32,00%

400 000

2 000 000

68

RU000A0JRUY7

10,00%

15,00%

25,00%

200 000

1 000 000

69

RU000A0JREW5

10,00%

15,00%

25,00%

100 000

500 000

70

RU000A0JRV52

10,00%

15,00%

25,00%

100 000

500 000

71

RU000A0JREX3

20,00%

25,00%

35,00%

100 000

500 000

72

RU000A0JREZ8

20,00%

25,00%

35,00%

100 000

500 000

73

RU000A0JS389

17,00%

22,00%

32,00%

100 000

500 000

74

RU000A0JTQU9

20,00%

25,00%

35,00%

100 000

500 000

75

RU000A0JTQS3

20,00%

25,00%

35,00%

200 000

1 000 000

76

RU000A0JU9S7

20,00%

25,00%

35,00%

200 000

1 000 000

77

RU000A0JU9T5

20,00%

25,00%

35,00%

200 000

1 000 000

78

RU000A0JTNC4

20,00%

25,00%

35,00%

400 000

2 000 000

79

RU000A0JTND2

17,00%

22,00%

32,00%

400 000

2 000 000

80

RU000A0JTNB6

32,00%

37,00%

47,00%

200 000

1 000 000

81

RU000A0JS3B0

10,00%

15,00%

25,00%

400 000

2 000 000

82

RU000A0JTDY9

20,00%

25,00%

35,00%

400 000

2 000 000

83

RU000A0JR860

17,00%

22,00%

32,00%

200 000

1 000 000

84

RU000A0JR878

20,00%

25,00%

35,00%

200 000

1 000 000

85

RU000A0JR852

17,00%

22,00%

32,00%

200 000

1 000 000

86

RU000A0JQ557

32,00%

37,00%

47,00%

200 000

1 000 000

87

RU000A0JSD38

13,00%

18,00%

28,00%

400 000

2 000 000

88

RU000A0JS322

10,00%

15,00%

25,00%

200 000

1 000 000

89

RU000A0JS173

10,00%

15,00%

25,00%

200 000

1 000 000

90

RU000A0JUMH3

10,00%

15,00%

25,00%

200 000

1 000 000

91

RU000A0JUQ39

17,00%

22,00%

32,00%

200 000

1 000 000

92

RU000A0JUV08

17,00%

22,00%

32,00%

200 000

1 000 000

93

RU000A0JT6J5

17,00%

22,00%

32,00%

200 000

1 000 000

94

RU000A0JT6D8

17,00%

22,00%

32,00%

200 000

1 000 000

95

RU000A0JT6G1

17,00%

22,00%

32,00%

200 000

1 000 000

96

RU000A0JT767

17,00%

22,00%

32,00%

400 000

2 000 000

97

RU000A0JS8Y1

20,00%

25,00%

35,00%

100 000

500 000

98

RU000A0JS8Z8

20,00%

25,00%

35,00%

100 000

500 000

99

RU000A0E6TK0

10,00%

15,00%

25,00%

200 000

1 000 000

100

RU000A0JNYP6

20,00%

25,00%

35,00%

200 000

1 000 000

101

RU000A0JPZ50

20,00%

25,00%

35,00%

200 000

1 000 000

102

RU000A0JQHJ7

17,00%

22,00%

32,00%

200 000

1 000 000

103

RU000A0JNYN1

34,00%

39,00%

49,00%

200 000

1 000 000

104

RU000A0JTXW1

20,00%

25,00%

35,00%

400 000

2 000 000

105

RU000A0JSZU2

10,00%

15,00%

25,00%

200 000

1 000 000

106

RU000A0JTED1

17,00%

22,00%

32,00%

400 000

2 000 000

107

RU000A0JU7E1

20,00%

25,00%

35,00%

100 000

500 000

108

RU000A0JQ4U0

10,00%

15,00%

25,00%

200 000

1 000 000

109

RU000A0JQRD9

10,00%

15,00%

25,00%

200 000

1 000 000

110

RU000A0JQ7W9

10,00%

15,00%

25,00%

400 000

2 000 000

111

RU000A0JQ5Q5

13,00%

18,00%

28,00%

400 000

2 000 000

112

RU000A0JQ6S9

20,00%

25,00%

35,00%

400 000

2 000 000

113

RU000A0JQ656

20,00%

25,00%

35,00%

200 000

1 000 000

114

RU000A0JQ177

17,00%

22,00%

32,00%

200 000

1 000 000

115

RU000A0JQ7Z2

32,00%

37,00%

47,00%

200 000

1 000 000

116

RU000A0JTU85

34,00%

39,00%

49,00%

400 000

2 000 000

117

RU000A0JSYR1

10,00%

15,00%

25,00%

400 000

2 000 000

118

RU000A0JRW93

17,00%

22,00%

32,00%

200 000

1 000 000

119

RU000A0JTKE6

17,00%

22,00%

32,00%

200 000

1 000 000

120

RU000A0JTQ32

20,00%

25,00%

35,00%

400 000

2 000 000

121

RU000A0JUCS1

32,00%

37,00%

47,00%

400 000

2 000 000

122

RU000A0JUCR3

34,00%

39,00%

49,00%

400 000

2 000 000

123

RU000A0JRMC0

10,00%

15,00%

25,00%

100 000

500 000

124

RU000A0JPMT8

10,00%

15,00%

25,00%

100 000

500 000

125

RU000A0JQK64

10,00%

15,00%

25,00%

100 000

500 000

126

RU000A0JPTE5

10,00%

15,00%

25,00%

100 000

500 000

127

RU000A0JS371

10,00%

15,00%

25,00%

200 000

1 000 000

128

RU000A0JT874

10,00%

15,00%

25,00%

200 000

1 000 000

129

RU000A0JT7M7

10,00%

15,00%

25,00%

400 000

2 000 000

130

RU000A0JQK72

10,00%

15,00%

25,00%

100 000

500 000

131

RU000A0JRMB2

10,00%

15,00%

25,00%

100 000

500 000

132

RU000A0JP2G4

10,00%

15,00%

25,00%

200 000

1 000 000

133

RU000A0JQS09

10,00%

15,00%

25,00%

200 000

1 000 000

134

RU000A0JQS74

10,00%

15,00%

25,00%

100 000

500 000

135

RU000A0JS3D6

10,00%

15,00%

25,00%

200 000

1 000 000

136

RU000A0JRLE8

10,00%

15,00%

25,00%

200 000

1 000 000

137

RU000A0JS6N8

10,00%

15,00%

25,00%

400 000

2 000 000

138

RU000A0JRVN8

10,00%

15,00%

25,00%

400 000

2 000 000

139

RU000A0JQ1H3

10,00%

15,00%

25,00%

400 000

2 000 000

140

RU000A0JTVJ2

20,00%

25,00%

35,00%

400 000

2 000 000

141

RU000A0JU1Q8

10,00%

15,00%

25,00%

200 000

1 000 000

142

RU000A0JU6A1

20,00%

25,00%

35,00%

100 000

500 000

143

RU000A0JR209

15,00%

20,00%

30,00%

200 000

1 000 000

144

RU000A0JR1Y7

15,00%

20,00%

30,00%

200 000

1 000 000

145

RU000A0JRUS9

13,00%

18,00%

28,00%

400 000

2 000 000

146

RU000A0JRZK5

15,00%

20,00%

30,00%

400 000

2 000 000

147

RU000A0JT7U0

10,00%

15,00%

25,00%

400 000

2 000 000

148

RU000A0JR1Z4

17,00%

22,00%

32,00%

100 000

500 000

149

RU000A0JR3M8

20,00%

25,00%

35,00%

100 000

500 000

150

RU000A0JR217

17,00%

22,00%

32,00%

200 000

1 000 000

151

RU000A0JT2K2

20,00%

25,00%

35,00%

400 000

2 000 000

152

RU000A0JS7H8

20,00%

25,00%

35,00%

400 000

2 000 000

153

RU000A0JR3L0

20,00%

25,00%

35,00%

200 000

1 000 000

154

RU000A0JT7T2

20,00%

25,00%

35,00%

400 000

2 000 000

155

RU000A0JRMX6

32,00%

37,00%

47,00%

400 000

2 000 000

156

RU000A0JRL96

34,00%

39,00%

49,00%

200 000

1 000 000

157

RU000A0JTKA4

34,00%

39,00%

49,00%

200 000

1 000 000

158

RU000A0JTP58

10,00%

15,00%

25,00%

200 000

1 000 000

159

RU000A0JTP33

10,00%

15,00%

25,00%

200 000

1 000 000

160

RU000A0JT8V6

10,00%

15,00%

25,00%

200 000

1 000 000

161

RU000A0JT9F7

10,00%

15,00%

25,00%

200 000

1 000 000

162

RU000A0JTMN3

17,00%

22,00%

32,00%

200 000

1 000 000

163

RU000A0JTMP8

17,00%

22,00%

32,00%

200 000

1 000 000

164

RU000A0JUAJ4

20,00%

25,00%

35,00%

200 000

1 000 000

165

XS0088543193

24,00%

29,00%

39,00%

2 000

11 000

166

XS0114288789

19,00%

24,00%

34,00%

4 786 000

23 929 000

167

XS0223715920

14,00%

19,00%

29,00%

3 000

17 000

168

XS0230577941

14,00%

19,00%

29,00%

3 000

17 000

169

XS0244105283

14,00%

19,00%

29,00%

3 000

14 000

170

XS0261906738

15,00%

20,00%

30,00%

4 000

18 000

171

XS0271772559

15,00%

20,00%

30,00%

3 000

14 000

172

XS0276456315

15,00%

20,00%

30,00%

3 000

17 000

173

XS0292530309

15,00%

20,00%

30,00%

3 000

17 000

174

XS0300998779

16,00%

21,00%

31,00%

4 000

19 000

175

XS0316524130

28,00%

33,00%

43,00%

4 000

18 000

176

XS0324963932

16,00%

21,00%

31,00%

4 000

19 000

177

XS0327237136

16,00%

21,00%

31,00%

3 000

13 000

178

XS0357281558

17,00%

22,00%

32,00%

3 000

17 000

179

XS0365923977

17,00%

22,00%

32,00%

4 000

19 000

180

XS0491998133

14,00%

19,00%

29,00%

3 000

17 000

181

XS0494095754

14,00%

19,00%

29,00%

3 000

17 000

182

XS0494933806

14,00%

19,00%

29,00%

3 000

17 000

183

XS0499245180

16,00%

21,00%

31,00%

4 000

18 000

184

XS0504954180

14,00%

19,00%

29,00%

33

167

185

XS0504954347

19,00%

24,00%

34,00%

35

175

186

XS0513723873

19,00%

24,00%

34,00%

4 000

18 000

187

XS0543956717

16,00%

21,00%

31,00%

4 000

18 000

188

XS0544362972

16,00%

21,00%

31,00%

4 000

18 000

189

XS0559800122

16,00%

21,00%

31,00%

4 000

19 000

190

XS0562354182

14,00%

19,00%

29,00%

3 000

17 000

191

XS0564087541

11,00%

16,00%

26,00%

43

215

192

XS0588433267

20,00%

25,00%

35,00%

4 000

19 000

193

XS0588436799

14,00%

19,00%

29,00%

4 000

18 000

194

XS0592794597

16,00%

21,00%

31,00%

4 000

21 000

195

XS0605637056

10,00%

15,00%

25,00%

2 000

12 000

196

XS0609017917

25,00%

30,00%

40,00%

2 000

12 000

197

XS0620695204

19,00%

24,00%

34,00%

4 000

20 000

198

XS0630950870

14,00%

19,00%

29,00%

4 000

18 000

199

XS0708813653

14,00%

19,00%

29,00%

4 000

19 000

200

XS0719009754

15,00%

20,00%

30,00%

4 000

19 000

201

XS0742380412

15,00%

20,00%

30,00%

4 000

18 000

202

XS0748114005

17,00%

22,00%

32,00%

2 000

12 000

203

XS0764253455

29,00%

34,00%

44,00%

3 000

14 000

204

XS0767469827

16,00%

21,00%

31,00%

17

87

205

XS0772509484

16,00%

21,00%

31,00%

4 000

19 000

206

XS0783291221

16,00%

21,00%

31,00%

4 000

19 000

207

XS0800817073

20,00%

25,00%

35,00%

5 000

24 000

208

XS0833264335

10,00%

15,00%

25,00%

2 000

11 000

209

XS0861981180

21,00%

26,00%

36,00%

4 000

22 000

210

XS0863439161

29,00%

34,00%

44,00%

3 000

14 000

211

XS0877983642

12,00%

17,00%

27,00%

2 000

12 000

212

XS0882561821

10,00%

15,00%

25,00%

2 000

11 000

213

XS0885733153

19,00%

24,00%

34,00%

4 000

22 000

214

XS0893205186

17,00%

22,00%

32,00%

6 000

32 000

215

XS0921331509

22,00%

27,00%

37,00%

4 000

21 000

216

XS0922134712

17,00%

22,00%

32,00%

4 000

18 000

217

XS0922142574

11,00%

16,00%

26,00%

2 000

12 000

218

XS0922883318

17,00%

22,00%

32,00%

4 000

19 000

219

XS0993162170

18,00%

23,00%

33,00%

4 000

20 000

220

XS0524435715

14,00%

19,00%

29,00%

3 800

19 000

221

XS0885873322

16,00%

21,00%

31,00%

2 600

13 000

222

XS0861980372

16,00%

21,00%

31,00%

4 200

21 000

223

XS0987109658

17,00%

22,00%

32,00%

3 800

19 000

224

XS0971721377

18,00%

23,00%

33,00%

20

100

225

XS1040726587

18,00%

23,00%

33,00%

4 900

24 500

226

XS0424860947

18,00%

23,00%

33,00%

3 600

18 000

227

XS0799357354

18,00%

23,00%

33,00%

4 200

21 000

228

XS0524610812

19,00%

24,00%

34,00%

4 500

22 500

229

XS0548633659

19,00%

24,00%

34,00%

4 400

22 000

230

XS0708813810

20,00%

25,00%

35,00%

4 200

21 000

231

XS0638572973

20,00%

25,00%

35,00%

5 000

25 000

232

XS0971722342

20,00%

25,00%

35,00%

33

165

233

XS0743596040

21,00%

26,00%

36,00%

4 200

21 000

234

XS0290580595

21,00%

26,00%

36,00%

4 100

20 500

235

XS0764220017

21,00%

26,00%

36,00%

4 600

23 000

236

XS0767472458

21,00%

26,00%

36,00%

20

100

237

XS0304274599

21,00%

26,00%

36,00%

4 200

21 000

238

XS0884734343

22,00%

27,00%

37,00%

2 900

14 500

239

XS0893212398

22,00%

27,00%

37,00%

4 100

20 500

240

XS0830192711

22,00%

27,00%

37,00%

4 900

24 500

241

XS0993162683

22,00%

27,00%

37,00%

4 900

24 500

242

XS0864383723

22,00%

27,00%

37,00%

5 800

29 000

243

XS0559915961

23,00%

28,00%

38,00%

4 600

23 000

244

XS0885736925

26,00%

31,00%

41,00%

4 700

23 500

245

XS0191754729

27,00%

32,00%

42,00%

3 600

18 000

246

XS0767473852

32,00%

37,00%

47,00%

21

105