New bonds will be accepted to margin trading starting from July 27, 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
XS1632225154
16%
19%
22%
10 000
50 000
2
RU000A0JXRN4
14%
17%
20%
300 000
1 500 000
3
RU000A0JXLR8
13%
200 000
1 000 000
4
RU000A0JXXD3
15%
1 800 000
9 000 000
5
RU000A0JXXE1
3 520 000
17 600 000
6
RU000A0JXMJ3
8%
11%
7
RU000A0JTKJ5
7%
10%
100 000
500 000
