New bonds will be accepted to margin trading starting from 04.10.2019. 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
RU000A100E39
8%
11%
14%
300 000
1 500 000
2
XS2046736919
19%
22%
25%
16 000
80 000
3
CH0385518086
13%
16%
660
3 300
4
RU000A100N12
17%
20%
200 000
1 000 000
5
RU000A100VG7
420 000
2 100 000
6
RU000A100V79
7
RU000A100UG9
100 000
500 000
15
RU000A0ZZW44
100%
2 000
2 001
16
RU000A100790
