Eurobonds will be included in the Clearing List starting from March, 23 2015. From this date on, the following risk parameters will be applied:
№
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
1
XS0381439305
17.00%
22.00%
32.00%
3 200
16 000
2
XS0554659671
20.00%
25.00%
35.00%
3 400
17 000
3
XS0461926569
19.00%
24.00%
34.00%
4
XS0922296883
