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28 March 2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 28.03.2019. 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 |
RU000A0ZZH84 |
13% |
16% |
19% |
400 000 |
2 000 000 |
|
2 |
RU000A0ZZWZ9 |
14% |
17% |
20% |
240 000 |
1 200 000 |
|
3 |
RU000A0ZZ117 |
15% |
18% |
21% |
800 000 |
4 000 000 |
|
4 |
RU000A100048 |
100% |
100% |
100% |
2 000 |
2 001 |
|
5 |
RU000A0ZZZ66 |
14% |
17% |
20% |
100 000 |
500 000 |
|
6 |
RU000A0ZYBM4 |
10% |
13% |
16% |
100 000 |
500 000 |
|
7 |
RU000A0ZYGB6 |
11% |
14% |
17% |
100 000 |
500 000 |
|
8 |
RU000A0ZZEW4 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
9 |
RU000A0ZYQX9 |
13% |
16% |
19% |
100 000 |
500 000 |
|
10 |
RU000A0ZYLU6 |
13% |
16% |
19% |
300 000 |
1 500 000 |
|
11 |
RU000A0ZYQU5 |
11% |
14% |
17% |
300 000 |
1 500 000 |
|
12 |
RU000A0ZYF20 |
8% |
11% |
14% |
100 000 |
500 000 |
|
13 |
RU000A0ZYF38 |
8% |
11% |
14% |
100 000 |
500 000 |
|
14 |
RU000A0ZYFM5 |
7% |
10% |
13% |
100 000 |
500 000 |
|
15 |
RU000A0ZYFN3 |
7% |
10% |
13% |
200 000 |
1 000 000 |
|
16 |
RU000A0ZZ1N0 |
7% |
10% |
13% |
300 000 |
1 500 000 |
|
17 |
RU000A0ZZ7C0 |
7% |
10% |
13% |
500 000 |
2 500 000 |
|
18 |
RU000A1004W6 |
12% |
15% |
18% |
200 000 |
1 000 000 |
|
19 |
RU000A0ZZZ09 |
100% |
100% |
100% |
2 000 |
2 001 |
|
20 |
RU000A1004X4 |
12% |
15% |
18% |
100 000 |
500 000 |
|
21 |
RU000A1006G4 |
15% |
18% |
21% |
100 000 |
500 000 |
|
22 |
RU000A100238 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
23 |
RU000A0ZZ1Y7 |
12% |
15% |
18% |
100 000 |
500 000 |
|
24 |
RU000A0JRA65 |
8% |
11% |
14% |
925 600 |
4 628 000 |
|
25 |
RU000A0ZZ1H2 |
12% |
15% |
18% |
100 000 |
500 000 |
|
26 |
RU000A0ZZ7E6 |
15% |
18% |
21% |
110 000 |
550 000 |
|
27 |
RU000A0ZZUK5 |
13% |
16% |
19% |
100 000 |
500 000 |
|
28 |
RU000A1003Q0 |
14% |
17% |
20% |
100 000 |
500 000 |
|
29 |
RU000A0ZZPZ3 |
14.00% |
17.00% |
20.00% |
260 000 |
1 300 000 |
|
30 |
XS1961080501 |
18.00% |
21.00% |
24.00% |
14 000 |
70 000 |
|
31 |
XS1964558339 |
18.00% |
21.00% |
24.00% |
10 000 |
50 000 |
|
32 |
RU000A1004K1 |
100.00% |
100.00% |
100.00% |
2 000 |
2 001 |
|
33 |
RU000A1005L6 |
100.00% |
100.00% |
100.00% |
2 000 |
2 001 |
|
34 |
RU000A0ZZ8T2 |
100.00% |
100.00% |
100.00% |
2 000 |
2 001 |
|
35 |
RU000A1003N7 |
100.00% |
100.00% |
100.00% |
2 000 |
2 001 |
|
36 |
US48668G2057 |
100.00% |
100.00% |
100.00% |
2 000 |
2 001 |
|
37 |
RU000A1006S9 |
8.00% |
9.00% |
10.00% |
300 |
1 500 |