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20 May 2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 20.05.2019. 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 |
RU000A100B40 |
12% |
15% |
18% |
200 000 |
1 000 000 |
|
2 |
RU000A100BM7 |
14% |
17% |
20% |
400 000 |
2 000 000 |
|
3 |
RU000A0ZYLQ4 |
18% |
21% |
24% |
100 000 |
500 000 |
|
4 |
RU000A100AF3 |
14% |
17% |
20% |
400 000 |
2 000 000 |
|
5 |
RU000A100AB2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
6 |
RU000A100AN7 |
14% |
17% |
20% |
100 000 |
500 000 |
|
7 |
RU000A100AD8 |
14% |
17% |
20% |
160 000 |
800 000 |
|
8 |
RU000A100A58 |
14% |
17% |
20% |
100 000 |
500 000 |
|
9 |
RU000A100A90 |
14% |
17% |
20% |
280 000 |
1 400 000 |
|
10 |
RU000A100B16 |
24% |
27% |
30% |
268 000 |
1 340 000 |
|
11 |
RU000A100BB0 |
13% |
16% |
19% |
200 000 |
1 000 000 |
|
12 |
RU000A1007H0 |
100% |
100% |
100% |
2 000 |
2 001 |
|
13 |
RU000A0ZZZN8 |
100% |
100% |
100% |
2 000 |
2 001 |
|
14 |
RU000A100AZ1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
15 |
RU000A0ZZ7G1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
16 |
RU000A0ZZ7H9 |
100% |
100% |
100% |
2 000 |
2 001 |
|
17 |
RU000A0ZZZQ1 |
100% |
100% |
100% |
2 000 |
2 001 |
|
18 |
RU000A0JXFC2 |
100% |
100% |
100% |
2 000 |
2 001 |
|
19 |
XS1843441731 |
18% |
21% |
24% |
10 000 |
50 000 |
|
20 |
XS1601094755 |
100% |
100% |
100% |
2 000 |
2 001 |
|
21 |
XS1843443273 |
18% |
21% |
24% |
14 000 |
70 000 |
|
22 |
XS1713473608 |
20% |
23% |
26% |
10 000 |
50 000 |
|
23 |
XS1201840326 |
100% |
100% |
100% |
2 000 |
2 001 |
|
24 |
XS1711554102 |
100% |
100% |
100% |
2 000 |
2 001 |
|
25 |
XS1912654677 |
13% |
16% |
19% |
300 000 |
1 500 000 |