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28 May 2015 Risk Parameters Change
Dear Participants,
This is to inform you that the following risk parameters will be applied starting from 1 June, 2015:
|
№ |
Security code |
Minimum initial margin rates, % |
Concentration limits |
|||
|
1st level, S_1_min |
2d level, S_2_min |
3d level, S_3_min |
1st level |
2d level |
||
|
1 |
PGIL |
30% |
40% |
50% |
16 340 |
32 680 |
|
2 |
MSTT |
70% |
85% |
95% |
30 600 |
61 200 |
|
3 |
RUALR |
40% |
50% |
60% |
10 640 |
21 270 |
|
4 |
VSMO |
60% |
70% |
80% |
270 |
541 |
|
5 |
OGKB |
40% |
50% |
60% |
56 281 000 |
112 562 000 |
|
6 |
SIBN |
40% |
50% |
60% |
97 640 |
195 280 |
|
7 |
MSNG |
40% |
50% |
60% |
6 568 000 |
13 135 000 |
|
8 |
PLZL |
40% |
50% |
60% |
4 358 |
8 715 |
|
9 |
TGKA |
40% |
50% |
60% |
629 600 000 |
1 259 200 000 |
|
10 |
RASP |
50% |
60% |
70% |
832 800 |
1 665 590 |
|
11 |
MTLRP |
50% |
60% |
70% |
339 470 |
678 930 |
|
12 |
TRMK |
50% |
75% |
95% |
228 000 |
570 000 |
|
13 |
MTLR |
70% |
85% |
95% |
1 949 588 |
3 899 175 |
|
14 |
FXGD |
12% |
18% |
25% |
5 377 |
10 753 |
|
15 |
FXRU |
18% |
23% |
28% |
516 |
1 031 |
|
16 |
FXIT |
21% |
35% |
45% |
1 181 |
2 361 |
|
17 |
FXUS |
21% |
35% |
45% |
1 280 |
2 559 |
|
18 |
FXRB |
50% |
60% |
70% |
2 763 |
5 525 |
|
19 |
FXDE |
50% |
60% |
70% |
1 429 |
2 858 |
|
20 |
FXJP |
50% |
60% |
70% |
1 429 |
2 858 |
|
21 |
FXAU |
50% |
60% |
70% |
1 725 |
3 449 |
|
22 |
FXUK |
50% |
60% |
70% |
1 539 |
3 077 |
|
23 |
FXCN |
50% |
60% |
70% |
1 223 |
2 445 |
|
24 |
FXMM |
50% |
60% |
70% |
2 271 |
4 542 |
|
25 |
PHST |
60% |
70% |
80% |
2 500 |
5 000 |
|
26 |
ENRU |
60% |
70% |
80% |
2 987 000 |
5 974 000 |
|
27 |
OFCB |
60% |
70% |
80% |
2 186 |
4 371 |
|
28 |
AVAZ |
60% |
70% |
80% |
211 400 |
422 700 |
|
29 |
NKNCP |
60% |
70% |
80% |
113 000 |
225 900 |
|
30 |
BSPB |
60% |
70% |
80% |
78 010 |
156 010 |
|
31 |
VZRZ |
60% |
70% |
80% |
5 883 |
11 765 |
|
32 |
MRKC |
60% |
70% |
80% |
10 041 000 |
20 081 000 |
|
33 |
NMTP |
60% |
70% |
80% |
1 651 000 |
3 301 000 |
|
34 |
GCHE |
60% |
70% |
80% |
3 478 |
6 955 |
|
35 |
PRTK |
60% |
70% |
80% |
61 900 |
123 800 |
|
36 |
APTK |
70% |
85% |
95% |
172 780 |
345 550 |
|
37 |
AVAZP |
70% |
85% |
95% |
756 500 |
1 512 900 |
|
38 |
OTCP |
70% |
85% |
95% |
13 160 |
26 320 |
|
39 |
SELG |
70% |
85% |
95% |
578 800 |
1 157 500 |
|
40 |
CHZN |
70% |
85% |
95% |
5 690 |
11 380 |
|
№ |
Security code |
Minimum initial margin rates, % |
Concentration limits |
|||
|
1st level, S_1_min |
2d level, S_2_min |
3d level, S_3_min |
1st level |
2d level |
||
|
1 |
SU29007RMFS0 |
8% |
11% |
14% |
1 000 000 |
5 000 000 |
|
2 |
SU29008RMFS8 |
8% |
11% |
14% |
1 000 000 |
5 000 000 |
|
3 |
SU29009RMFS6 |
8% |
11% |
14% |
1 000 000 |
5 000 000 |
|
4 |
SU29010RMFS4 |
8% |
11% |
14% |
1 000 000 |
5 000 000 |