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02 August 2016 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from August 03, 2016. From this date on, the following risk parameters will be applied:
|
Ticker |
Minimum Initial Margin for the Market Risk, % |
Concentration Limit, # of securities |
|||
|
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
|
|
RU000A0JWCL2 |
12% |
15% |
18% |
100 000 |
500 000 |
|
RU000A0JWGS8 |
15% |
19% |
23% |
100 000 |
500 000 |
|
RU000A0JW9R7 |
8% |
11% |
14% |
100 000 |
500 000 |
|
RU000A0JWE56 |
9% |
12% |
15% |
100 000 |
500 000 |
|
RU000A0JWC74 |
12% |
15% |
18% |
100 000 |
500 000 |
|
RU000A0JW5J2 |
7% |
10% |
13% |
100 000 |
500 000 |
|
RU000A0JWHT4 |
15% |
19% |
23% |
200 000 |
1 000 000 |
|
RU000A0JWH46 |
16% |
20% |
24% |
200 000 |
1 000 000 |
|
RU000A0JWCD9 |
12% |
15% |
18% |
200 000 |
1 000 000 |
|
RU000A0JVUK8 |
14% |
17% |
20% |
100 000 |
500 000 |
|
RU000A0JWK41 |
16% |
20% |
24% |
200 000 |
1 000 000 |
|
RU000A0JVQA7 |
12% |
15% |
18% |
100 000 |
500 000 |
|
RU000A0JV1W5 |
10% |
13% |
16% |
300 000 |
1 500 000 |
|
RU000A0JV1X3 |
10% |
13% |
16% |
300 000 |
1 500 000 |
|
RU000A0JV201 |
10% |
13% |
16% |
400 000 |
2 000 000 |
|
RU000A0JV219 |
10% |
13% |
16% |
400 000 |
2 000 000 |