New bonds will be accepted to margin trading starting from April 03, 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
RU000A0JWLD0
17%
20%
23%
200 000
1 000 000
RU000A0JVPR3
13%
16%
19%
240 000
1 200 000
RU000A0JVM81
22%
25%
100 000
500 000
RU000A0JVS10
12%
15%
18%
250 000
1 250 000
RU000A0JVL33
10%
105 000
525 000
RU000A0JX0B9
2 500 000
RU000A0JPF47
7%
RU000A0JUQB7
8%
11%
14%
