OFZ 29006 (ticker SU29006RMFS2, ISIN RU000A0JV4L2) will be included in the Clearing List starting from March, 20 2015. From this date on, the following risk parameters will be applied:
Security
Ticker
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
OFZ 29006
SU29006RMFS2
13%
17%
22.5%
1 000 000
5 000 000
