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22 January 2016 U.S. dollar-denominated Eurobonds
Sovereign Eurobonds, corporate Eurobonds and Russian bonds denominated in USD will be traded with T+2 settlement starting from January, 25 2016. From this date on, the following risk parameters will be applied for new bonds:
|
№ |
Ticker |
Minimum Initial Margin for the Market Risk, % |
Concentration Limit, numbers of the securities |
Ban for short sells |
|||
|
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
|||
|
1 |
RU000A0JTYF4 |
15% |
18% |
21% |
1250 |
6250 |
No |
|
2 |
RU000A0JTYE7 |
15% |
18% |
21% |
1250 |
6250 |
No |
|
3 |
RU000A0JTYD9 |
15% |
18% |
21% |
1250 |
6250 |
No |
|
4 |
RU000A0JT7P0 |
12% |
15% |
18% |
1250 |
6250 |
No |
|
5 |
RU000A0JT7N5 |
12% |
15% |
18% |
1250 |
6250 |
No |
|
6 |
RU000A0JSB14 |
10% |
13% |
16% |
1250 |
6250 |
No |
|
7 |
RU000A0JSB06 |
10% |
13% |
16% |
1250 |
6250 |
No |
|
8 |
RU000A0JSAZ4 |
10% |
13% |
16% |
1250 |
6250 |
No |
|
9 |
RU000A0JSAV3 |
10% |
13% |
16% |
1250 |
6250 |
No |
|
10 |
RU000A0JUFH7 |
19% |
23% |
27% |
1250 |
6250 |
No |
|
11 |
RU000A0JUFG9 |
19% |
23% |
27% |
1250 |
6250 |
No |
|
12 |
RU000A0JUFF1 |
19% |
23% |
27% |
1250 |
6250 |
No |
|
13 |
RU000A0JUFE4 |
19% |
23% |
27% |
1250 |
6250 |
No |
|
14 |
RU000A0JTYG2 |
15% |
18% |
21% |
1250 |
6250 |
No |
|
15 |
XS0863583281 |
10% |
13% |
16% |
1250 |
6250 |
No |
|
16 |
XS0810596832 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
17 |
XS0585211591 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
18 |
XS0911599701 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
19 |
XS1086084123 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
20 |
XS0851672435 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
21 |
XS0776121062 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
22 |
XS0848137708 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
23 |
XS0359381331 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
24 |
XS0924078453 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
25 |
XS1327118284 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
26 |
XS1327117633 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
|
27 |
XS0925043100 |
100% |
100% |
100% |
2000 |
2001 |
Yes |
The securities will not be accepted as collateral.