News

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.