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06 December 2018 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 06.12.2018. 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 |
RU000A0ZZPY6 |
100% |
100% |
100% |
2 000 |
2 001 |
|
2 |
RU000A0ZZRB0 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
3 |
RU000A0ZZQU2 |
17% |
20% |
23% |
160 000 |
800 000 |
|
4 |
RU000A0ZZS73 |
100% |
100% |
100% |
2 000 |
2 001 |
|
5 |
RU000A0ZZRY2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
6 |
RU000A0ZZG93 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
7 |
RU000A0ZZTK7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
8 |
RU000A0ZZRZ9 |
14% |
17% |
20% |
100 000 |
500 000 |
|
9 |
RU000A0ZZT80 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
10 |
RU000A0ZZRK1 |
17% |
20% |
23% |
100 000 |
500 000 |
|
11 |
RU000A0ZZTL5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0ZZQN7 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
13 |
RU000A0ZZDB0 |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
14 |
RU000A0ZZRR6 |
13% |
16% |
19% |
100 000 |
500 000 |
|
15 |
RU000A0ZZQH9 |
15% |
18% |
21% |
100 000 |
500 000 |
|
16 |
RU000A0ZZNJ2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0JTPG0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0ZZ885 |
100% |
100% |
100% |
2 000 |
2 001 |
|
19 |
RU000A0ZZ877 |
100% |
100% |
100% |
2 000 |
2 001 |
|
20 |
RU000A0ZZ893 |
100% |
100% |
100% |
2 000 |
2 001 |
|
21 |
XS1400710999 |
|
|
|
|
|
|
22 |
XS1760786340 |
100% |
100% |
100% |
2 000 |
2 001 |
|
23 |
XS1911645049 |
20% |
23% |
26% |
20 000 |
100 000 |
|
24 |
XS1917700723 |
100% |
100% |
100% |
2 000 |
2 001 |
|
25 |
RU000A0ZZVE6 |
6% |
9% |
12% |
200 |
1 000 |