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15 September 2017 Risk parameters for new bonds and GDR
New bonds and GDR will be accepted to margin trading starting from 15.09.2017. 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 |
US98474TAB35 |
100% |
100% |
100% |
2 000 |
2 001 |
|
2 |
PLZL-ME |
40% |
57% |
89% |
2 165 |
10 826 |
|
3 |
RU000A0JVDR9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
4 |
RU000A0JXM97 |
14% |
17% |
20% |
400 000 |
2 000 000 |
|
5 |
RU000A0JXN13 |
100% |
100% |
100% |
2 000 |
2 001 |
|
6 |
RU000A0JWQX7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
7 |
RU000A0JXRP9 |
11% |
14% |
17% |
500 000 |
2 500 000 |
|
8 |
RU000A0JXJS0 |
12% |
15% |
18% |
200 000 |
1 000 000 |
|
9 |
RU000A0JXS59 |
12% |
15% |
18% |
100 000 |
500 000 |
|
10 |
RU000A0JV0N6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
11 |
RU000A0JWTH4 |
13% |
16% |
19% |
100 000 |
500 000 |
|
12 |
RU000A0JT8T0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0JTMK9 |
7% |
10% |
13% |
200 000 |
1 000 000 |
|
14 |
RU000A0JUWT7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0JU6P9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A0JVU65 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0JX314 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0JTBA3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
19 |
RU000A0JVZE0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
20 |
RU000A0JT8G7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
21 |
RU000A0JU5U1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
22 |
RU000A0JUMN1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
23 |
RU000A0JUVM4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
24 |
RU000A0JUNK5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
25 |
RU000A0JTVZ8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
26 |
RU000A0JU3B6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
27 |
RU000A0JU963 |
100% |
100% |
100% |
2 000 |
2 001 |
|
28 |
RU000A0JUR46 |
100% |
100% |
100% |
2 000 |
2 001 |
|
29 |
RU000A0JUX89 |
100% |
100% |
100% |
2 000 |
2 001 |
|
30 |
RU000A0JWX87 |
100% |
100% |
100% |
2 000 |
2 001 |
|
31 |
RU000A0JTZK1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
32 |
RU000A0JTGF1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
33 |
RU000A0JVK00 |
100% |
100% |
100% |
2 000 |
2 001 |
|
34 |
RU000A0JS9J0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
35 |
RU000A0JU2H5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
36 |
RU000A0JUQP7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
37 |
RU000A0JWM56 |
100% |
100% |
100% |
2 000 |
2 001 |
|
38 |
RU000A0JWZ77 |
100% |
100% |
100% |
2 000 |
2 001 |
|
39 |
RU000A0JWT75 |
100% |
100% |
100% |
2 000 |
2 001 |
|
40 |
RU000A0JTGD6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
41 |
RU000A0JUCZ6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
42 |
RU000A0JTF76 |
100% |
100% |
100% |
2 000 |
2 001 |
|
43 |
RU000A0JU740 |
100% |
100% |
100% |
2 000 |
2 001 |
|
44 |
RU000A0JU8R1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
45 |
RU000A0JX215 |
19% |
22% |
25% |
120 000 |
600 000 |
|
46 |
RU000A0JTYB3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
47 |
RU000A0JX0Z8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
48 |
RU000A0JU0W8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
49 |
RU000A0JUQF8 |
100% |
100% |
100% |
2 000 |
2 001 |