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06 March 2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 07.03.2019. 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 |
XS1951067039 |
19% |
22% |
25% |
10 000 |
50 000 |
|
2 |
RU000A0ZZYR2 |
9% |
12% |
15% |
400 000 |
2 000 000 |
|
3 |
RU000A100089 |
9% |
12% |
15% |
165 000 |
825 000 |
|
4 |
RU000A0ZYKG7 |
8% |
11% |
14% |
100 000 |
500 000 |
|
5 |
RU000A0ZZZP3 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
6 |
RU000A1002L3 |
13% |
16% |
19% |
100 000 |
500 000 |
|
7 |
RU000A0JWPL4 |
14% |
17% |
20% |
100 000 |
500 000 |
|
8 |
RU000A1002U4 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
9 |
RU000A1004G9 |
12% |
15% |
18% |
200 000 |
1 000 000 |
|
10 |
RU000A1003L1 |
14% |
17% |
20% |
200 000 |
1 000 000 |
CCP NCC is changing risk parameters on Securities market for the following bond starting from 07.03.2019:
|
№ |
Ticker |
Current IM rates |
New IM rates |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
RU000A0JRDY3 |
100% |
100% |
100% |
12% |
15% |
18% |
|