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16 December 2015 Risk parameters for new securities
New bonds will be accepted to margin trading starting from December, 17 2015. From this date on, the following risk parameters will be applied:
|
№ |
ISIN |
Trading Code |
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 |
RU000A0JUJ61 |
RU000A0JUJ61 |
42% |
47% |
52% |
50 000 |
200 000 |
|
2 |
RU000A0JUJ87 |
RU000A0JUJ87 |
42% |
47% |
52% |
50 000 |
200 000 |
|
3 |
RU000A0JULN3 |
RU000A0JULN3 |
9% |
12% |
15% |
2 000 |
10 000 |
|
4 |
XS0805582011 |
XS0805582011 |
9% |
12% |
15% |
4 000 |
20 000 |
|
5 |
RU000A0JS5E9 |
RU000A0JS5E9 |
10% |
13% |
16% |
200 000 |
1 000 000 |
|
6 |
RU000A0JS5M2 |
RU000A0JS5M2 |
10% |
13% |
16% |
200 000 |
1 000 000 |
|
7 |
RU000A0JS5F6 |
RU000A0JS5F6 |
10% |
13% |
16% |
400 000 |
2 000 000 |
|
8 |
RU000A0JUV81 |
RU000A0JUV81 |
8% |
11% |
13% |
50 000 |
200 000 |
|
9 |
RU000A0JVNB2 |
RU000A0JVNB2 |
15% |
20% |
25% |
50 000 |
200 000 |