New bonds will be accepted to margin trading starting from 13.06.2019. 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
RU000A0JVF64
100%
2 000
2 001
2
RU000A100DZ5
12%
15%
18%
200 000
1 000 000
3
RU000A100A66
21%
24%
150 000
750 000
4
RU000A1009Z8
5
RU000A1008Y3
14%
17%
20%
100 000
500 000
6
RU000A100ER0
7
RU000A100881
300 000
1 500 000
8
RU000A100E88
160 000
800 000
9
XS0070553820
27%
30%
2 252
11 260
10
XS1843435337
22%
25%
28%
10 000
50 000
11
XS2009879425
12
RU000A100EL3
3%
4%
5%
5 000 000