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18 April 2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 19.04.2019. 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 |
RU000A1008Z0 |
14% |
17% |
20% |
380 000 |
1 900 000 |
|
2 |
RU000A1005H4 |
14% |
17% |
20% |
100 000 |
500 000 |
|
3 |
RU000A0ZZZ17 |
20% |
23% |
26% |
300 000 |
1 500 000 |
|
4 |
RU000A0JWEU9 |
12% |
15% |
18% |
280 000 |
1 400 000 |
|
5 |
RU000A1008D7 |
24% |
27% |
30% |
220 000 |
1 100 000 |
|
6 |
RU000A1008V9 |
18% |
21% |
24% |
268 000 |
1 340 000 |
|
7 |
RU000A1008P1 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
8 |
RU000A1008F2 |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
9 |
RU000A1008W7 |
17% |
20% |
23% |
200 000 |
1 000 000 |
|
10 |
RU000A1008B1 |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
11 |
XS1951084471 |
21% |
24% |
27% |
25 000 |
125 000 |
|
12 |
RU000A0JWBH2 |
12% |
15% |
18% |
300 000 |
1 500 000 |