New bonds will be accepted to margin trading starting from 10.07.2019. 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
RU000A100A33
14%
17%
20%
300 000
1 500 000
2
RU000A100G03
15%
18%
21%
200 000
1 000 000
3
RU000A100EJ7
8%
11%
4
RU000A100774
5
RU000A100AE6
6
RU000A100CS2
7
RU000A100GY1
400 000
2 000 000
8
RU000A0JX4Q9
13%
16%
19%
9
RU000A100EX8
28%
31%
34%
10
RU000A100HH4
23%
11
RU000A100FE5
12
RU000A100ET6
10%
500 000
2 500 000
13
RU000A100DG5
100%
2 000
2 001
14
RU000A100FR7
12%
140 000
700 000
15
RU000A100HU7
22%
25%
16
RU000A1004S4
17
RU000A100F95
18
RU000A100GM6
19
RU000A100758
1 200 000
6 000 000
20
RU000A100DM3
21
RU000A100CN3
22
XS1843434959
10 000
50 000
23
XS1843437036
46%
49%
52%
