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17 March 2016 Risk Parameters Change from March 23, 2016
Securities market
Risk Parameters for the following instruments will be changed starting from March 23, 2016:
Bonds
|
№ |
Ticker |
Current IM rates |
New IM rates |
Current Concentration Limits |
New Concentration Limits |
Eligible collateral starting from 23.03.2016 |
Ban for short sales starting from 23.03.2016 |
||||||
|
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-st level |
2-d level |
||||
|
1 |
RU000A0JRK55 |
8% |
11% |
14% |
8% |
11% |
14% |
200 000 |
1 000 000 |
100 000 |
500 000 |
No |
No |
|
2 |
RU000A0JRVQ1 |
8% |
11% |
14% |
8% |
11% |
14% |
200 000 |
1 000 000 |
100 000 |
500 000 |
No |
No |
|
3 |
RU000A0JS6M0 |
9% |
12% |
15% |
9% |
12% |
15% |
200 000 |
1 000 000 |
100 000 |
500 000 |
No |
No |
|
4 |
RU000A0JTF43 |
13% |
16% |
19% |
13% |
16% |
19% |
200 000 |
1 000 000 |
100 000 |
500 000 |
No |
No |
|
5 |
RU000A0JTT62 |
7% |
10% |
13% |
7% |
10% |
13% |
200 000 |
1 000 000 |
100 000 |
500 000 |
No |
No |
|
6 |
RU000A0JU0A4 |
8% |
11% |
14% |
8% |
11% |
14% |
200 000 |
1 000 000 |
100 000 |
500 000 |
No |
No |
|
7 |
RU000A0JUJG1 |
21% |
26% |
31% |
21% |
26% |
31% |
50 000 |
200 000 |
100 000 |
500 000 |
No |
No |
|
8 |
RU000A0JUV81 |
8% |
11% |
13% |
8% |
11% |
13% |
50 000 |
200 000 |
100 000 |
500 000 |
No |
No |
|
9 |
RU000A0JUW23 |
22% |
27% |
32% |
22% |
27% |
32% |
50 000 |
200 000 |
100 000 |
500 000 |
No |
No |
|
10 |
RU000A0JVNB2 |
15% |
20% |
25% |
15% |
20% |
25% |
50 000 |
200 000 |
100 000 |
500 000 |
No |
No |
|
11 |
RU000A0JQS09 |
10% |
13% |
16% |
10% |
13% |
16% |
200 000 |
1 000 000 |
100 000 |
500 000 |
Yes |
No |
|
12 |
RU000A0JR1Z4 |
21% |
24% |
27% |
18% |
21% |
24% |
100 000 |
500 000 |
100 000 |
500 000 |
Yes |
No |
|
13 |
RU000A0JT7T2 |
12% |
16% |
20% |
9% |
12% |
15% |
400 000 |
2 000 000 |
400 000 |
2 000 000 |
Yes |
No |
|
14 |
RU000A0JR043 |
7% |
10% |
13% |
7% |
10% |
13% |
100 000 |
500 000 |
100 000 |
500 000 |
No |
Yes |
|
15 |
RU000A0JUKX4 |
7% |
10% |
13% |
16% |
21% |
26% |
100 000 |
500 000 |
100 000 |
500 000 |
No |
Yes |