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06 February 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 07.02.2018. 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 |
XS0889401054 |
6% |
9% |
12% |
11 421 |
57 106 |
|
2 |
RU000A0JWK90 |
17% |
20% |
23% |
400 000 |
2 000 000 |
|
3 |
RU000A0ZYM05 |
14% |
17% |
20% |
100 000 |
500 000 |
|
4 |
RU000A0JT8R4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
5 |
RU000A0ZYDU3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
6 |
RU000A0JWB67 |
7% |
10% |
13% |
200 000 |
1 000 000 |
|
7 |
RU000A0JXPD9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
8 |
RU000A0JWN89 |
100% |
100% |
100% |
2 000 |
2 001 |
|
9 |
RU000A0ZYCR1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
10 |
RU000A0ZYLH3 |
13% |
16% |
19% |
300 000 |
1 500 000 |
|
11 |
RU000A0ZYNY4 |
19% |
22% |
25% |
200 000 |
1 000 000 |
|
12 |
RU000A0ZYPG6 |
16% |
19% |
22% |
120 000 |
600 000 |
|
13 |
RU000A0ZYQY7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0ZYLG5 |
17% |
20% |
23% |
600 000 |
3 000 000 |