OFZs will be included in the Clearing List starting from March, 06 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
RU000A0JV7K7
9%
12%
16%
1 000 000
5 000 000
2
RU000A0JV7J9
11%
14%
18%
