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09 December 2015 Risk Parameters Change from December 17, 2015
Risk Parameters for the following instruments will be changed starting from December 17, 2015:
Bonds
|
№ |
Ticker |
Current IM rates |
New IM rates |
Current Concentration Limits |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
1-st level |
2-d level |
||
|
1 |
RU000A0JNYP6 |
13% |
17% |
21% |
11% |
15% |
19% |
200 000 |
1 000 000 |
|
2 |
RU000A0JPMT8 |
9% |
12% |
15% |
7% |
10% |
13% |
100 000 |
500 000 |
|
3 |
RU000A0JR1Z4 |
7% |
10% |
13% |
21% |
24% |
27% |
100 000 |
500 000 |
|
4 |
RU000A0JR4J2 |
7% |
10% |
13% |
9% |
12% |
15% |
200 000 |
1 000 000 |
|
5 |
RU000A0JRUY7 |
7% |
10% |
13% |
9% |
12% |
15% |
200 000 |
1 000 000 |
|
6 |
RU000A0JRV52 |
7% |
10% |
13% |
9% |
12% |
15% |
100 000 |
500 000 |
|
7 |
RU000A0JT403 |
7% |
10% |
13% |
8% |
11% |
14% |
400 000 |
2 000 000 |
|
8 |
RU000A0JT6B2 |
7% |
10% |
13% |
9% |
12% |
15% |
400 000 |
2 000 000 |
|
9 |
RU000A0JT7M7 |
7% |
10% |
13% |
9% |
12% |
15% |
400 000 |
2 000 000 |
|
10 |
RU000A0JT874 |
7% |
10% |
13% |
11% |
14% |
17% |
200 000 |
1 000 000 |
|
11 |
RU000A0JT8N3 |
7% |
10% |
13% |
9% |
12% |
15% |
100 000 |
500 000 |
|
12 |
RU000A0JTDX1 |
7% |
10% |
13% |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
13 |
RU000A0JU8T7 |
7% |
10% |
13% |
9% |
100% |
100% |
400 000 |
2 000 000 |
|
14 |
RU000A0JUV57 |
7% |
10% |
13% |
11% |
14% |
17% |
200 000 |
1 000 000 |
|
15 |
RU000A0JUWB5 |
16% |
21% |
25% |
13% |
18% |
22% |
200 000 |
1 000 000 |
|
16 |
RU000A0JV0D7 |
7% |
10% |
13% |
9% |
12% |
15% |
200 000 |
1 000 000 |