MTS bonds will be included in the Clearing List starting from February, 11 2015. From this date on, the following risk parameters will be applied:
№
ISIN
Minimum Initial Margin for
the Market Risk, %
Concentration Limit,
numbers of the securities
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A0JTTA5
25%
30%
40%
200 000
1 000 000
2
RU000A0JQ0E2
17%
22%
32%
3
RU000A0JPTJ4
4
RU000A0JQ8Q9
5
RU000A0JR4H6
20%
35%
6
RU000A0JR4J2
