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23 June 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from June 26, 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 |
||
|
1 |
RU000A0JXR50 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
2 |
RU000A0JXRD5 |
15% |
18% |
21% |
100 000 |
500 000 |
|
3 |
RU000A0JWG05 |
7% |
10% |
13% |
100 000 |
500 000 |
|
4 |
RU000A0JWUD1 |
12% |
15% |
18% |
300 000 |
1 500 000 |
|
5 |
RU000A0JUVF8 |
7% |
10% |
13% |
100 000 |
500 000 |
|
6 |
XS1521039054 |
22% |
25% |
28% |
20 000 |
100 000 |
|
7 |
CH0346828400 |
18% |
21% |
24% |
2 000 |
10 000 |
|
8 |
XS1567051443 |
17% |
20% |
23% |
10 000 |
50 000 |
|
9 |
XS1574787294 |
20% |
23% |
26% |
3 000 |
15 000 |
|
10 |
XS1585190389 |
24% |
27% |
30% |
15 000 |
75 000 |
|
11 |
XS1592279522 |
22% |
25% |
28% |
17 000 |
85 000 |