New bonds will be accepted to margin trading starting from 05.08.2019. 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
US912828T263
12%
15%
18%
5 941 367
29 706 835
2
US45905CAA27
24%
27%
30%
8 268
41 340
3
US45905U6L39
21%
12 000
60 000
4
XS1946883342
14%
17%
20%
2 000
10 000
5
RU000A100JC1
100 000
500 000
6
RU000A100MV5
10%
13%
16%
166 000
830 000
7
RU000A100HE1
100%
2 001
8
RU000A100LS3
200 000
1 000 000
9
RU000A100J18
10
RU000A100LV7
11
RU000A1007V1
11%
120 000
600 000
12
RU000A100H02
13
RU000A0ZZ4P9
300 000
1 500 000
14
RU000A100KY3
23%
2 500 000
15
RU000A100KL0
16
RU000A1009M6
19%
17
RU000A100JF4
