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Risk Parameters for the following instruments will be changed starting from August 11, 2015:
Bonds
|
|
Ticker |
Current IM rates |
New IM rates |
Concentration Limits |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
1st level |
2nd level |
||
|
1 |
RU000A0JQ7W9 |
7% |
10% |
13% |
15% |
19% |
23% |
400 000 |
2 000 000 |
|
2 |
RU000A0JQRD9 |
7% |
10% |
13% |
15% |
19% |
23% |
200 000 |
1 000 000 |
|
3 |
RU000A0JRLE8 |
7% |
10% |
13% |
10% |
13% |
16% |
200 000 |
1 000 000 |
|
4 |
RU000A0JRMB2 |
7% |
10% |
13% |
10% |
13% |
16% |
100 000 |
500 000 |
|
5 |
RU000A0JRMC0 |
7% |
10% |
13% |
10% |
13% |
16% |
100 000 |
500 000 |
ETFs
|
|
Ticker |
Current IM rates |
New IM rates |
Concentration Limits |
Concentration Limits |
||||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
1st level |
2nd level |
1st level |
2nd level |
||
|
1 |
FXMM |
10% |
60% |
70% |
13% |
18% |
23% |
2 228 |
4 456 |
10 000 |
20 000 |
|
2 |
FXGD |
12% |
18% |
25% |
15% |
20% |
25% |
5 483 |
10 966 |
22 000 |
44 000 |
Shortselling will be allowed for FXMM and FXGD starting from from August 11, 2015.