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11 April 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 12.04.2018. 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 |
RU000A0ZYXV9 |
20% |
23% |
26% |
500 000 |
2 500 000 |
|
2 |
RU000A0ZYUV5 |
21% |
24% |
27% |
100 000 |
500 000 |
|
3 |
RU000A0ZYUW3 |
20% |
23% |
26% |
100 000 |
500 000 |
|
4 |
RU000A0ZYUY9 |
21% |
24% |
27% |
200 000 |
1 000 000 |
|
5 |
RU000A0ZYV04 |
20% |
23% |
26% |
200 000 |
1 000 000 |
|
6 |
RU000A0ZYWX7 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
7 |
RU000A0ZYWY5 |
21% |
24% |
27% |
200 000 |
1 000 000 |
|
8 |
RU000A0ZZ1J8 |
20% |
23% |
26% |
200 000 |
1 000 000 |
|
9 |
RU000A0ZYYE3 |
20% |
23% |
26% |
200 000 |
1 000 000 |
|
10 |
RU000A0ZYXJ4 |
15% |
18% |
21% |
500 000 |
2 500 000 |
|
11 |
RU000A0ZYUJ0 |
14% |
17% |
20% |
500 000 |
2 500 000 |
|
12 |
RU000A0JTS06 |
17% |
20% |
23% |
300 000 |
1 500 000 |
|
13 |
CH0404311711 |
20% |
23% |
26% |
3 000 |
15 000 |
|
14 |
XS1795409082 |
23% |
26% |
29% |
15 000 |
75 000 |