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07 December 2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 07.12.2017. 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 |
RU000A0JW9G0 |
8% |
11% |
14% |
100 000 |
500 000 |
|
2 |
RU000A0ZYBG6 |
14% |
17% |
20% |
140 000 |
700 000 |
|
3 |
RU000A0ZYFC6 |
17% |
20% |
23% |
300 000 |
1 500 000 |
|
4 |
RU000A0JXR84 |
20% |
23% |
26% |
300 000 |
1 500 000 |
|
5 |
RU000A0JXPN8 |
15% |
18% |
21% |
200 000 |
1 000 000 |
|
6 |
RU000A0ZYG52 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
7 |
RU000A0JXQ28 |
16% |
19% |
22% |
100 000 |
500000` |
|
8 |
RU000A0JTLL9 |
7% |
10% |
13% |
100 000 |
500 000 |
|
9 |
RU000A0JTM28 |
7% |
10% |
13% |
200 000 |
1 000 000 |
|
10 |
RU000A0ZYFB8 |
19% |
22% |
25% |
156 000 |
780 000 |
|
11 |
RU000A0ZYDQ1 |
14% |
17% |
20% |
240 000 |
1 200 000 |
|
12 |
RU000A0JS900 |
13% |
16% |
19% |
100 000 |
500 000 |
|
13 |
XS1648266788 |
14% |
17% |
20% |
2 000 |
10 000 |
|
14 |
XS1721463500 |
22% |
25% |
28% |
15 000 |
75 000 |
|
15 |
XS1693971043 |
20% |
23% |
26% |
10 000 |
50 000 |
|
16 |
XS1691350455 |
17% |
20% |
23% |
4 000 |
20 000 |
|
17 |
XS1625994022 |
14% |
17% |
20% |
12 000 |
60 000 |
|
18 |
RU000A0ZYJH7 |
14% |
17% |
20% |
6 000 000 |
30 000 000 |
|
19 |
RU000A0ZYJJ3 |
14% |
17% |
20% |
6 000 000 |
30 000 000 |