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17 March 2016 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from March 18, 2016. From this date on, the following risk parameters will be applied:
|
Ticker |
Minimum Initial Margin for the Market Risk, % |
Concentration Limit, # of the securities |
|||
|
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
|
|
XS0886632685 |
13% |
16% |
19% |
1 000 |
3 000 |
|
XS0648402583 |
9% |
12% |
15% |
2 700 |
8 100 |
|
XS0551315384 |
9% |
12% |
15% |
2 700 |
8 100 |
|
XS0831571434 |
21% |
26% |
31% |
1 400 |
4 200 |
|
XS0972645112 |
17% |
22% |
27% |
1 400 |
4 200 |
|
XS0837020014 |
12% |
15% |
18% |
1 000 |
2 500 |
|
XS0906946008 |
16% |
21% |
26% |
2 400 |
7 200 |
|
XS1038646078 |
19% |
24% |
29% |
2 400 |
7 200 |
|
XS0954912514 |
11% |
14% |
17% |
2 400 |
7 200 |
|
XS0906949523 |
25% |
30% |
35% |
2 400 |
7 200 |
|
XS0276455937 |
9% |
12% |
15% |
2 400 |
7 200 |
|
XS0290581569 |
9% |
12% |
15% |
2 400 |
7 200 |
|
XS1084024584 |
14% |
17% |
20% |
2 400 |
7 200 |
|
XS0955232854 |
11% |
14% |
17% |
1 400 |
4 200 |
|
XS0919581982 |
19% |
24% |
29% |
2 400 |
7 200 |
|
XS1041815116 |
23% |
28% |
33% |
2 400 |
7 200 |
|
XS1043520144 |
13% |
16% |
19% |
2 400 |
7 200 |
|
XS1082459568 |
15% |
20% |
25% |
1 200 |
3 600 |
|
XS1043519567 |
13% |
16% |
19% |
1 400 |
4 200 |
|
XS0552679879 |
9% |
12% |
15% |
1 400 |
4 200 |
|
XS0878855773 |
9% |
12% |
15% |
1 400 |
4 200 |
|
XS0643176448 |
9% |
12% |
15% |
1 400 |
4 200 |
|
XS0587031096 |
18% |
23% |
28% |
1 400 |
4 200 |
|
XS0889402029 |
13% |
16% |
19% |
100 000 |
300 000 |
|
RU000A0JUQ05 |
8% |
11% |
14% |
100 000 |
250 000 |
|
RU000A0JV987 |
11% |
14% |
17% |
100 000 |
250 000 |
|
RU000A0JUAD7 |
8% |
11% |
14% |
100 000 |
250 000 |