New bonds will be accepted to margin trading starting from 26.12.2019. 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
RU000A100YU2
14%
17%
20%
200 000
1 000 000
2
RU000A101012
23%
3
RU000A1014H6
12%
15%
18%
140 000
700 000
4
RU000A101459
100 000
500 000
5
RU000A1010M4
26%
300 000
1 500 000
6
RU000A101129
7
RU000A1011R1
21%
8
RU000A1011C3
9
RU000A1011B5
10
XS0974126186
8%
11%
10 000
50 000
11
US912810QX90
25%
28%
31%
150 000
750 000
