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12 July 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from July 12, 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 |
RU000A0JUGY0 |
7% |
10% |
13% |
200 000 |
1 000 000 |
|
2 |
RU000A0JUPW5 |
8% |
11% |
14% |
140 000 |
700 000 |
|
3 |
RU000A0JVBX1 |
8% |
11% |
14% |
100 000 |
500 000 |
|
4 |
RU000A0JWPA7 |
7% |
10% |
13% |
140 000 |
700 000 |
|
5 |
RU000A0JXTF6 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
6 |
RU000A0JXS75 |
14% |
17% |
20% |
300 000 |
1 500 000 |
|
7 |
RU000A0JXU71 |
15% |
18% |
21% |
600 000 |
3 000 000 |
|
8 |
RU000A0JXUC1 |
15% |
18% |
21% |
200 000 |
1 000 000 |
|
9 |
RU000A0JXRV7 |
14% |
17% |
20% |
100 000 |
500 000 |
|
10 |
RU000A0JWRV9 |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
11 |
RU000A0JXQ44 |
23% |
26% |
29% |
300 000 |
1 500 000 |
|
12 |
RU000A0JV7A8 |
12% |
15% |
18% |
1 000 000 |
5 000 000 |
|
13 |
RU000A0JSVF2 |
7% |
10% |
13% |
100 000 |
500 000 |
|
14 |
RU000A0JTY40 |
8% |
11% |
14% |
100 000 |
500 000 |
|
15 |
RU000A0JU7X1 |
7% |
10% |
13% |
100 000 |
500 000 |
|
16 |
RU000A0JTLJ3 |
7% |
10% |
13% |
100 000 |
500 000 |
|
17 |
OGZD |
22% |
31% |
49% |
4 507 081 |
22 535 403 |
|
18 |
LKOD-ME |
18% |
25% |
40% |
321 577 |
1 607 886 |
|
19 |
SBER-ME |
20% |
28% |
45% |
2 243 136 |
11 215 678 |
|
20 |
ROSN-ME |
28% |
40% |
63% |
1 682 014 |
8 410 069 |
|
21 |
VTBR-ME |
35% |
49% |
78% |
848 371 |
4 241 855 |
|
22 |
MNOD-ME |
31% |
44% |
69% |
788 975 |
3 944 875 |
|
23 |
SVST-ME |
28% |
40% |
63% |
207 195 |
1 035 973 |
|
24 |
NLMK-ME |
35% |
49% |
78% |
164 719 |
823 593 |
|
25 |
MMK-ME |
47% |
66% |
95% |
30 827 |
154 136 |
|
26 |
RTKM-ME |
37% |
52% |
83% |
24 440 |
122 198 |
|
27 |
SGGD-ME |
35% |
49% |
78% |
353 371 |
1 766 857 |
|
28 |
ATAD-ME |
37% |
52% |
83% |
82 946 |
414 732 |
|
29 |
MTSS-ME |
25% |
35% |
56% |
1 076 187 |
5 380 936 |
|
30 |
MGNT-ME |
30% |
42% |
67% |
202 365 |
1 011 823 |
|
31 |
NVTK-ME |
20% |
28% |
45% |
55 039 |
275 193 |