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13 March 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from March 14, 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 |
|
|
XS0919504562 |
21% |
24% |
27% |
15 000 |
75 000 |
|
XS1514045886 |
21% |
24% |
27% |
30 000 |
150 000 |
|
RU000A0JX2F6 |
24% |
27% |
30% |
20 000 |
100 000 |
|
RU000A0JX2D1 |
14% |
17% |
20% |
100 000 |
500 000 |
|
RU000A0JWYQ5 |
14% |
17% |
20% |
100 000 |
500 000 |
|
RU000A0JXFS8 |
15% |
18% |
21% |
130 000 |
650 000 |
|
RU000A0JXC24 |
22% |
25% |
28% |
300 000 |
1 500 000 |
|
RU000A0JWVM0 |
22% |
25% |
28% |
300 000 |
1 500 000 |
|
RU000A0JX355 |
8% |
11% |
14% |
100 000 |
500 000 |
|
RU000A0JWUE9 |
18% |
21% |
24% |
600 000 |
3 000 000 |
|
XS0484209159 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
XS0919504562 |
13% |
16% |
19% |
10 000 |
50 000 |