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30 October 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 30.10.201730.10.2017. 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 |
RU000A0JXHQ8 |
12% |
15% |
18% |
100 000 |
500 000 |
|
2 |
RU000A0JXTQ3 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
3 |
RU000A0JXRW5 |
14% |
17% |
20% |
300 000 |
1 500 000 |
|
4 |
RU000A0ZYBT9 |
14% |
17% |
20% |
140 000 |
700 000 |
|
5 |
RU000A0ZYAR5 |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
6 |
RU000A0ZYAE3 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
7 |
RU000A0ZYB73 |
14% |
17% |
20% |
100 000 |
500 000 |
|
8 |
RU000A0JXRS3 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
9 |
RU000A0ZYBS1 |
14% |
17% |
20% |
800 000 |
4 000 000 |
|
10 |
CH0379268748 |
21% |
24% |
27% |
1 800 |
9 000 |
|
11 |
RU000A0JXRX3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0JWLG3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0JWN63 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0JWSQ7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0JS3M7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A0JVV49 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0ZYCJ8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0JXUH0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
19 |
RU000A0JXXV5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
20 |
RU000A0ZYA74 |
100% |
100% |
100% |
2 000 |
2 001 |
|
21 |
RU000A0ZYA66 |
100% |
100% |
100% |
2 000 |
2 001 |
|
22 |
RU000A0JX3H0 |
100% |
100% |
100% |
2 000 |
2 001 |