New bonds will be accepted to margin trading starting from August 8, 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
XS1324216768
7%
10%
13%
10 000
50 000
2
RU000A0JUA45
9%
12%
15%
100 000
500 000
3
RU000A0JXT58
16%
19%
200 000
1 000 000
4
RU000A0JXP45
14%
17%
20%
5
RU000A0JXMH7
