New bonds will be accepted to margin trading starting from 06.03.2020. 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 |
RU000A1018R6 |
Банк ВТБ (ПАО) Б-1-11 |
100% |
100% |
100% |
2 000 |
|
2 |
RU000A100Y01 |
Банк ВТБ (ПАО) Б-1-38 |
8% |
11% |
14% |
2 730 |
|
3 |
RU000A100TY4 |
Банк ВТБ (ПАО) Б-1-40 |
7% |
10% |
13% |
200 000 |
|
4 |
RU000A1012L2 |
Банк ВТБ (ПАО) Б-1-41 |
8% |
11% |
14% |
1 977 |
|
5 |
RU000A101C22 |
Банк ВТБ (ПАО) Б-1-49 |
8% |
11% |
14% |
125 993 |
|
6 |
RU000A101DE8 |
Ленэнерго БО-03 |
30% |
33% |
36% |
100 000 |
|
7 |
RU000A101DF5 |
Ленэнерго БО-04 |
29% |
32% |
35% |
100 000 |
|
8 |
RU000A100VB8 |
Сбербанк ПАО 001Р-SBER13 |
10% |
13% |
16% |
500 000 |
|
9 |
RU000A1012R9 |
Сбербанк ПАО 001Р-SBER14 |
11% |
14% |
17% |
300 000 |
|
10 |
RU000A101C89 |
Сбербанк ПАО 001Р-SBER15 |
15% |
18% |
21% |
700 000 |
|
11 |
RU000A101574 |
ЕАБР БО 001Р-05 |
14% |
17% |
20% |
160 000 |
|
12 |
XS2099039542 |
Phosagro Bond Funding DAC |
19% |
22% |
25% |
10 000 |
|
13 |
XS2124187571 |
Gaz Finance Plc |
26% |
29% |
32% |
40 000 |
|
14 |
XS1263139856 |
REPUBLIC OF KAZAKHSTAN |
100% |
100% |
100% |
2 000 |
|
15 |
XS1120709826 |
REPUBLIC OF KAZAKHSTAN |
100% |
100% |
100% |
2 000 |
|
16 |
RU000A100ZS3 |
Магнит ПАО БО-003Р-04 |
12% |
15% |
18% |
200 000 |
|
17 |
RU000A1018X4 |
Магнит ПАО БО-003Р-05 |
14% |
17% |
20% |
200 000 |
|
18 |
RU000A101EF3 |
МЕТАЛЛОИНВЕСТ БО-04 |
14% |
17% |
20% |
200 000 |
|
19 |
RU000A101FH6 |
Мобильные ТелеСистемы 001P-14 |
22% |
25% |
28% |
300 000 |
|
20 |
RU000A1013U1 |
Славнефть БО 001Р-03 |
14% |
17% |
20% |
200 000 |
|
21 |
RU000A101FV7 |
Банк ВТБ (ПАО) Б-1-50 |
100% |
100% |
100% |
2 000 |
|
22 |
RU000A101GB7 |
РОЛЬФ ООО БО 001Р-02 |
100% |
100% |
100% |
2 000 |
|
23 |
RU000A1018M7 |
СОПФ ФПФ 01 |
100% |
100% |
100% |
2 000 |
|
24 |
XS2113968148 |
SovCom Capital D.A.C. |
100% |
100% |
100% |
2 000 |