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29 April 2015 On Anticipated Changes in the NCC Clearing List
Bonds will be included in the Clearing List starting from April, 30 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 |
RU000A0JR043 |
10.0% |
15.0% |
25.0% |
100 000 |
500 000 |
|
2 |
RU000A0JS5R1 |
20.0% |
25.0% |
35.0% |
100 000 |
500 000 |
|
3 |
RU000A0JS918 |
7.0% |
8.5% |
11.5% |
100 000 |
500 000 |
|
4 |
RU000A0JT502 |
10.0% |
15.0% |
25.0% |
200 000 |
1 000 000 |
|
5 |
RU000A0JT544 |
10.0% |
15.0% |
25.0% |
100 000 |
500 000 |
|
6 |
RU000A0JTPV9 |
17.0% |
22.0% |
32.0% |
200 000 |
1 000 000 |
|
7 |
RU000A0JTPX5 |
17.0% |
22.0% |
32.0% |
200 000 |
1 000 000 |
|
8 |
RU000A0JTPY3 |
17.0% |
22.0% |
32.0% |
400 000 |
2 000 000 |
|
9 |
RU000A0JUAL0 |
20.0% |
25.0% |
35.0% |
100 000 |
500 000 |
|
10 |
RU000A0JUUA1 |
20.0% |
25.0% |
35.0% |
100 000 |
500 000 |