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28 February 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 17.01.2018. 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 |
RU000A0JWHU2 |
26% |
29% |
32% |
300 000 |
1 500 000 |
|
2 |
RU000A0ZYJ42 |
14% |
17% |
20% |
100 000 |
500 000 |
|
3 |
RU000A0ZYJR6 |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
4 |
RU000A0ZYJ91 |
19% |
22% |
25% |
140 000 |
700 000 |
|
5 |
RU000A0ZYHK5 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
6 |
RU000A0ZYKW4 |
18% |
21% |
24% |
140 000 |
700 000 |
|
7 |
RU000A0ZYKM5 |
12% |
15% |
18% |
140 000 |
700 000 |
|
8 |
RU000A0ZYMD0 |
17% |
20% |
23% |
140 000 |
700 000 |
|
9 |
RU000A0ZYLF7 |
17% |
20% |
23% |
100 000 |
500 000 |
|
10 |
RU000A0ZYN46 |
3% |
4% |
5% |
1 000 000 |
5 000 000 |
|
11 |
RU000A0JXYL4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0JVSA3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0ZYJT2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0ZYLD2 |
100% |
100% |
100% |
2 000 |
2 001 |