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25 September 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 21.06.2018. 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 |
RU000A0ZYHH1 |
13% |
16% |
19% |
100 000 |
500 000 |
|
2 |
RU000A0ZZ8X4 |
100% |
100% |
100% |
2 000 |
2 001 |
CCP NCC is changing IM rates on Securities market starting from June 21, 2018 for the following bonds:
|
№ |
Ticker |
Current IM rates |
New IM rates |
Concentration Limit, # of securities |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
Level 1 |
Level 2 |
||
|
1 |
XS1533915721 |
100% |
100% |
100% |
18% |
21% |
24% |
15 000 |
75 000 |
|
2 |
XS1319822752 |
100% |
100% |
100% |
11% |
14% |
17% |
15 000 |
75 000 |
|
3 |
XS1577961516 |
100% |
100% |
100% |
20% |
23% |
26% |
10 000 |
50 000 |
|
4 |
XS1405775377 |
100% |
100% |
100% |
14% |
17% |
20% |
10 000 |
50 000 |
|
5 |
XS1405766384 |
100% |
100% |
100% |
15% |
18% |
21% |
10 000 |
50 000 |