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20 March 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 21.03.2018. 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 |
RU000A0ZYTM6 |
14% |
17% |
20% |
400 000 |
2 000 000 |
|
2 |
RU000A0ZYU21 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
3 |
RU000A0ZYUS1 |
15% |
18% |
21% |
300 000 |
1 500 000 |
|
4 |
XS0979891925 |
18% |
21% |
24% |
10 000 |
50 000 |
|
5 |
RU000A0JUAT3 |
19% |
22% |
25% |
100 000 |
500 000 |
|
6 |
RU000A0ZYVU5 |
20% |
23% |
26% |
400 000 |
2 000 000 |
|
7 |
RU000A0ZYX69 |
21% |
24% |
27% |
200 000 |
1 000 000 |
|
8 |
RU000A0ZYU05 |
23% |
26% |
29% |
400 000 |
2 000 000 |
|
9 |
RU000A0ZYTZ8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
10 |
RU000A0ZYL55 |
100% |
100% |
100% |
2 000 |
2 001 |
|
11 |
RU000A0JWEG8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0JW5B9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0JXVM8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0JUNL3 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0JWWG0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A0JWK82 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0JUWK6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0ZYF61 |
100% |
100% |
100% |
2 000 |
2 001 |
|
19 |
RU000A0JUAX5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
20 |
RU000A0JVUH4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
21 |
RU000A0ZYJB0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
22 |
RU000A0ZYL22 |
100% |
100% |
100% |
2 000 |
2 001 |
|
23 |
RU000A0JQXQ9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
24 |
RU000A0JRJV6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
25 |
RU000A0JRK22 |
100% |
100% |
100% |
2 000 |
2 001 |
|
26 |
RU000A0JXU89 |
100% |
100% |
100% |
2 000 |
2 001 |
|
27 |
XS1625994618 |
100% |
100% |
100% |
2 000 |
2 001 |