Contact us
18 January 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from January 18, 2017. 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 |
|
|
RU000A0JWZT6 |
18% |
21% |
24% |
140 000 |
700 000 |
|
RU000A0JVTA1 |
10% |
13% |
16% |
100 000 |
500 000 |
|
RU000A0JWUB5 |
12% |
15% |
18% |
140 000 |
700 000 |
|
RU000A0JVWA5 |
7% |
10% |
13% |
100 000 |
500 000 |
|
RU000A0JVUZ6 |
7% |
10% |
13% |
200 000 |
1 000 000 |
|
RU000A0JUG98 |
100% |
100% |
100% |
2 000 |
2 001 |
|
RU000A0JVT76 |
11% |
14% |
17% |
100 000 |
500 000 |
|
RU000A0JVUL6 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
RU000A0JVMB4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
RU000A0JVEH8 |
11% |
14% |
17% |
110 000 |
550 000 |
|
RU000A0JWBF6 |
16% |
19% |
22% |
200 000 |
1 000 000 |
|
RU000A0JWBE9 |
16% |
19% |
22% |
100 000 |
500 000 |
|
XS0935311240 |
21% |
24% |
27% |
1 280 000 |
6 400 000 |
|
RU000A0JX0P9 |
12% |
15% |
18% |
200 000 |
1 000 000 |
|
RU000A0JWZY6 |
15% |
18% |
21% |
200 000 |
1 000 000 |
|
RU000A0JX009 |
16% |
19% |
22% |
200 000 |
1 000 000 |