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13 November 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 13.11.2017. 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 |
RU000A0ZYDS7 |
17% |
20% |
23% |
500 000 |
2 500 000 |
|
2 |
RU000A0ZYDH0 |
17% |
20% |
23% |
180 000 |
900 000 |
|
3 |
RU000A0ZYCM2 |
19% |
22% |
25% |
200 000 |
1 000 000 |
|
4 |
RU000A0ZYC98 |
17% |
20% |
23% |
300 000 |
1 500 000 |
|
5 |
RU000A0ZYEE5 |
15% |
18% |
21% |
200 000 |
1 000 000 |
|
6 |
RU000A0ZYDD9 |
22% |
25% |
28% |
500 000 |
2 500 000 |
|
7 |
RU000A0JTF50 |
100% |
100% |
100% |
2 000 |
2 001 |
|
8 |
RU000A0JTPD7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
9 |
RU000A0JUQR3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
10 |
RU000A0ZYCD1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
11 |
RU000A0ZYC31 |
100% |
100% |
100% |
2 000 |
2 001 |