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14 February 2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 15.02.2019. 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 |
RU000A0ZZV11 |
13% |
16% |
19% |
100 000 |
500 000 |
|
2 |
RU000A0JUFU0 |
14% |
17% |
20% |
300 000 |
1 500 000 |
|
3 |
RU000A0JUFV8 |
14% |
17% |
20% |
400 000 |
2 000 000 |
|
4 |
RU000A100220 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
5 |
RU000A0ZZXD4 |
100% |
100% |
100% |
2 000 |
2 001 |
|
6 |
RU000A1003C0 |
12% |
15% |
18% |
140 000 |
700 000 |
|
7 |
RU000A1002P4 |
14% |
17% |
20% |
400 000 |
2 000 000 |
|
8 |
RU000A1002C2 |
17% |
20% |
23% |
300 000 |
1 500 000 |
|
9 |
RU000A100030 |
100% |
100% |
100% |
2 000 |
2 001 |
|
10 |
RU000A0ZZBV2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
11 |
RU000A0ZZBJ7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
12 |
RU000A0JVUB7 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0ZZZY5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A0ZZCH9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0ZZNW5 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A1003A4 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
17 |
RU000A1002E8 |
15% |
18% |
21% |
200 000 |
1 000 000 |
CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 15, 2019
|
№ |
Ticker |
New Minimum Initial Margin for the Market Risk, % |
New Concentration Limit, # of securities |
|||
|
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
||
|
1 |
RU000A0ZYJT2 |
40% |
43% |
46% |
1 000 000 |
5 000 000 |