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13 October 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 13.10.2017. 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 |
RU000A0JWUV3 |
13% |
16% |
19% |
100 000 |
500 000 |
|
2 |
RU000A0ZYBD3 |
16% |
19% |
22% |
100 000 |
500 000 |
|
3 |
RU000A0JXT41 |
18% |
21% |
24% |
200 000 |
1 000 000 |
|
4 |
RU000A0JW1K9 |
15% |
18% |
21% |
140 000 |
700 000 |
|
5 |
RU000A0JXR43 |
17% |
20% |
23% |
100 000 |
500 000 |
|
6 |
RU000A0JU1P0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
7 |
RU000A0JWK74 |
100% |
100% |
100% |
2 000 |
2 001 |
|
8 |
RU000A0JWDA3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
9 |
RU000A0JWDB1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
10 |
RU000A0JWDC9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
11 |
RU000A0JU1T2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0JVUD3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0JWHW8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0JWWQ9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0JU674 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A0JU286 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0JWKB6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0JXTW1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
19 |
RU000A0ZYB40 |
100% |
100% |
100% |
2 000 |
2 001 |
|
20 |
RU000A0JUN81 |
100% |
100% |
100% |
2 000 |
2 001 |
|
21 |
RU000A0JWZM1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
22 |
RU000A0JXUD9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
23 |
RU000A0JXYS9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
24 |
RU000A0JVWM0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
25 |
RU000A0JV2J0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
26 |
RU000A0JY031 |
100% |
100% |
100% |
2 000 |
2 001 |
|
27 |
RU000A0JUPE3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
28 |
RU000A0JU9G2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
29 |
RU000A0JWY29 |
100% |
100% |
100% |
2 000 |
2 001 |
|
30 |
RU000A0JXVH8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
31 |
RU000A0JVUW3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
32 |
RU000A0JUQH4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
33 |
RU000A0JXS83 |
100% |
100% |
100% |
2 000 |
2 001 |
|
34 |
RU000A0JU823 |
100% |
100% |
100% |
2 000 |
2 001 |
|
35 |
RU000A0JURB5 |
100% |
100% |
100% |
2 000 |
2 001 |