New bonds will be accepted to margin trading starting from February, 09 2016. 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 |
RU000A0JU4X8 |
RU000A0JU4X8 |
11% |
14% |
17% |
100000 |
500000 |
|
2 |
RU000A0JVUY9 |
RU000A0JVUY9 |
21% |
26% |
31% |
100000 |
500000 |
|
3 |
RU000A0JVFJ1 |
RU000A0JVFJ1 |
8% |
11% |
14% |
200000 |
1000000 |
|
4 |
RU000A0JVSG0 |
RU000A0JVSG0 |
8% |
11% |
14% |
200000 |
1000000 |
|
5 |
RU000A0JUPP9 |
RU000A0JUPP9 |
8% |
11% |
14% |
100000 |
500000 |
|
6 |
RU000A0JUWM2 |
RU000A0JUWM2 |
8% |
11% |
14% |
100000 |
500000 |
|
7 |
RU000A0JUWR1 |
RU000A0JUWR1 |
8% |
11% |
14% |
100000 |
500000 |
|
8 |
RU000A0JVWC1 |
RU000A0JVWC1 |
12% |
15% |
18% |
100000 |
500000 |
|
9 |
RU000A0JTKD8 |
RU000A0JTKD8 |
13% |
16% |
19% |
100000 |
500000 |
|
10 |
RU000A0JTAQ1 |
RU000A0JTAQ1 |
11% |
14% |
17% |
200000 |
1000000 |
|
11 |
RU000A0JTKC0 |
RU000A0JTKC0 |
13% |
16% |
19% |
200000 |
1000000 |
|
12 |
RU000A0JTR15 |
RU000A0JTR15 |
15% |
18% |
21% |
200000 |
1000000 |
|
13 |
RU000A0JVFC6 |
RU000A0JVFC6 |
7% |
10% |
13% |
100000 |
500000 |
|
14 |
RU000A0JVW71 |
RU000A0JVW71 |
18% |
23% |
28% |
300000 |
1500000 |
|
15 |
RU000A0JQ7X7 |
RU000A0JQ7X7 |
7% |
10% |
13% |
300000 |
1500000 |
|
16 |
RU000A0JUAH8 |
RU000A0JUAH8 |
8% |
11% |
14% |
300000 |
1500000 |
|
17 |
RU000A0JTDL6 |
RU000A0JTDL6 |
10% |
13% |
16% |
100000 |
500000 |