NCC | Risk parameters for new bonds

New bonds will be accepted to margin trading starting from 19.02.2020. From this date on, the following risk parameters will be applied:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A1013P1	21%	24%	27%	200 000	1 000 000
2	RU000A101137	12%	15%	18%	500 000	2 500 000
3	RU000A101350	17%	20%	23%	200 000	1 000 000
4	RU000A100YF3	18%	21%	24%	200 000	1 000 000
5	RU000A101228	14%	17%	20%	100 000	500 000
6	RU000A101939	14%	17%	20%	200 000	1 000 000
7	RU000A100VQ6	17%	20%	23%	500 000	2 500 000
8	RU000A101541	19%	22%	25%	200 000	1 000 000
9	RU000A101780	25%	28%	31%	200 000	1 000 000
10	RU000A1008J4	13%	16%	19%	200 000	1 000 000
11	RU000A0ZYWU3	30%	33%	36%	300 000	1 500 000
12	RU000A101CQ4	18%	21%	24%	600 000	3 000 000
13	RU000A1018C8	17%	20%	23%	200 000	1 000 000
14	RU000A1010B7	21%	24%	27%	300 000	1 500 000
15	RU000A1012B3	19%	22%	25%	110 000	550 000
16	RU000A1010D3	17%	20%	23%	100 000	500 000
17	RU000A1016N9	18%	21%	24%	100 000	500 000
18	RU000A101988	17%	20%	23%	280 000	1 400 000
19	XS1400710726	13%	16%	19%	14 000	70 000
20	XS2082937967	17%	20%	23%	3 000	15 000
21	SU25084RMFS3	8%	9%	10%	1 000 000	5 000 000