Contact us
28 February 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 28.02.2018. 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 |
RU000A0ZYCQ3 |
13.00% |
16.00% |
19.00% |
100 000 |
500 000 |
|
2 |
RU000A0ZYLC4 |
21.00% |
24.00% |
27.00% |
200 000 |
1 000 000 |
|
3 |
RU000A0ZYML3 |
14.00% |
17.00% |
20.00% |
250 000 |
1 250 000 |
|
4 |
RU000A0ZYMM1 |
24.00% |
27.00% |
30.00% |
100 000 |
500 000 |
|
5 |
RU000A0ZYR18 |
16.00% |
19.00% |
22.00% |
160 000 |
800 000 |
|
6 |
RU000A0ZYRX7 |
15.00% |
18.00% |
21.00% |
200 000 |
1 000 000 |
|
7 |
RU000A0ZYRY5 |
15.00% |
18.00% |
21.00% |
200 000 |
1 000 000 |
|
8 |
RU000A0ZYT40 |
18.00% |
21.00% |
24.00% |
1 000 000 |
5 000 000 |
|
9 |
XS1759801720 |
18.00% |
21.00% |
24.00% |
10 000 |
50 000 |
|
10 |
XS1772800204 |
18.00% |
21.00% |
24.00% |
6 000 |
30 000 |
|
11 |
RU000A0JXN21 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0ZYDA5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0JXTB5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0ZYEQ9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0JUG72 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A0JXVG0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0JXQU1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0ZYU54 |
100% |
100% |
100% |
2 000 |
2 001 |