New inflation-indexed government bonds will be included into the Clearing List starting from July, 17 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
SU52001RMFS3
12%
15%
18%
1 000 000
5 000 000
These securities will be included into the List of Securities Accepted as Collateral and the List of Securities Eligible for the Guarantee Fund.