New bonds will be accepted to margin trading starting from 05.10.2017. 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 RU000A0JVP05 100% 100% 100% 2 000 2 001 2 RU000A0JXQH8 100% 100% 100% 2 000 2 001 3 RU000A0JWCM0 100% 100% 100% 2 000 2 001 4 RU000A0ZY9T1 100% 100% 100% 2 000 2 001 5 RU000A0ZYAP9 11% 14% 17% 400 000 2 000 000 6 RU000A0JWXF0 15% 18% 21% 100 000 500 000 7 RU000A0JVKK9 9% 12% 15% 300 000 1 500 000 8 RU000A0JS3L9 100% 100% 100% 2 000 2 001 9 XS0854763355 100% 100% 100% 2 000 2 001 10 RU000A0JXQ93 100% 100% 100% 2 000 2 001 11 RU000A0JXJE0 100% 100% 100% 2 000 2 001 12 RU000A0ZYAQ7 100% 100% 100% 2 000 2 001
№
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
RU000A0JVP05
100%
2 000
2 001
2
RU000A0JXQH8
3
RU000A0JWCM0
4
RU000A0ZY9T1
5
RU000A0ZYAP9
11%
14%
17%
400 000
2 000 000
6
RU000A0JWXF0
15%
18%
21%
100 000
500 000
7
RU000A0JVKK9
9%
12%
300 000
1 500 000
8
RU000A0JS3L9
9
XS0854763355
10
RU000A0JXQ93
11
RU000A0JXJE0
12
RU000A0ZYAQ7