New bonds will be accepted to margin trading starting from 01.11.2019. 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
RU000A100Z91
15%
18%
21%
500 000
2 500 000
2
RU000A100LL8
17%
20%
23%
300 000
1 500 000
3
RU000A100TH9
14%
4
RU000A100YQ0
16%
19%
22%
5
XS2069992258
25%
15 000
75 000
6
RU000A100XC2
24%
400 000
2 000 000
7
RU000A100L14
100%
2 000
2 001
8
RU000A100UT2
100 000
9
RU000A100Y50
10
RU000A100YR8
240 000
1 200 000
11
RU000A100YE6
200 000
1 000 000
12
RU000A100XP4
13
XS2060792236
8 000
40 000
14
XS2058691663
26%
14 000
70 000
15
RU000A100VX2
16
XS1634369067
