New bonds will be included in the Clearing List starting from April, 14 2015. From this date on, the following risk parameters will be applied:
№
Ticker
Minimum Initial Margin for
the Market Risk, %
Concentration Limit,
number of the securities
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A0JT8N3
10%
15%
25%
100 000
500 000
2
RU000A0JSPX7
3
RU000A0JUV57
200 000
1 000 000
