The following risk parameters will be applied starting from the 15th December 2017:
№
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
RU000A0JUVF8
100%
100 000
500 000
2
RU000A0JUVG6